I love the subject of your research! However, by recalibrating your BPTW portfolio every year vs the general market, do you include survivorship bias into your data? Would your findings change if you took BPTW vintages instead? Curious. Again, great topic.
I love the subject of your research! However, by recalibrating your BPTW portfolio every year vs the general market, do you include survivorship bias into your data? Would your findings change if you took BPTW vintages instead? Curious. Again, great topic.