Value

Sharpe-ratio constraint 0.4-0.5 on long-horizon equity/rate

sourceEquity-premium-puzzle literature
derivationexpert_judgment
qualityestimated
regulatory frameworksNAIC VM-20 stochastic
set2026-05-25
last reviewed2026-05-25
next review due2026-12-31

Notes

Risk-neutral vs real-world divergence; used in GOES scenario weighting.