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Thread: Has Anyone Used Monte Carlo Simulation for Asset Allocation?

  1. 10-17-2005, 01:14 AM #1
    rokid
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    Has anyone used Monte Carlo simulations for asset allocation and/or to determine future investment returns? If so, what software or algorithms did you use?
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  2. 11-06-2006, 07:56 PM #2
    ChemEng
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    Default Re: Has Anyone Used Monte Carlo Simulation for Asset Allocation?

    I know this is a dead thread, but wanted to say that I am quite familiar with using Monte Carlo simulations as an analytical tool... Just not to analyze market dynamics... Drop me a PM with some initial numbers and thoughts and I will see what I can put together. But this is very doable with Excel.
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