tag:blogger.com,1999:blog-7905515.post653160727772875218..comments2024-03-14T11:09:32.759-05:00Comments on Falkenblog: Equity Premium? Commodity Premium!Eric Falkensteinhttp://www.blogger.com/profile/07243687157322033496noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-7905515.post-85073634859468520072008-06-12T09:00:00.000-05:002008-06-12T09:00:00.000-05:00just like the dotcom "aberration" is included in t...just like the dotcom "aberration" is included in the equity time series analysis you must include the china "aberration" in the commodities historical returns. and S&P has the same if not higher survivorship bias than commodities futures. so yeah, I'd say we're in a pickle here...Anonymousnoreply@blogger.com