> People retiring today can expect to live another 20 years or so.  So
> even there it's not clear that heavy equity investment isn't the smart
> choice.  As far as I understand the literature on the equity premium
> puzzle, this explanation doesn't really work.

Yes, it does.  If you're drawing down your savings in retirement at a
constant rate while your stocks are losing their value, a ten year bear
market may leave you with nothing when the next bull gets underway.

The 7% long-term inflation-adjusted return on equity investments (composed
of dividends plus capital gains) is only true for people who enter the
market at very low P/E's and benefit from dramatic P/E "inflation."

~Alypius Skinner


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