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Monte Carlo Portfolio Analysis Results by Jyoti Satsangi is a document available to read on EtoBox.

What is Monte Carlo Portfolio Analysis Results about?

The document contains the results of a Monte Carlo simulation analyzing the risk and return of a two-asset portfolio over 36 months. It shows the theoretical expected returns and standard deviations along with the results of 10,000 Monte Carlo simulations, which produced an average return of 1.4% and average standard deviation of 10.6%. It also includes probability distributions of the portfolio value and returns over the period based on the simulation results.

Author

Jyoti Satsangi

Language

EN