TITLE

Modeling the Future: The Full Monte, the Latin Hypercube and Other Curiosities

AUTHOR(S)
Kautt, Glenn; Wieland, Fred
PUB. DATE
December 2001
SOURCE
Journal of Financial Planning;Dec2001, Vol. 14 Issue 12, p78
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Focuses on sampling technique and parameter estimation for evaluating alternative planning scenarios for clients. Information on Monte Carlo simulation; Details of Latin Hypercube sampling; Indicators to forecast the behavior of various investments used in a client's portfolio; Factors that affect the distribution of returns of individual and groups of investments. INSET: A Long-Term Debate.
ACCESSION #
5722650

 

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