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标题: MC vs. MV [打印本页]

作者: Viceroy 时间: 2011-7-11 20:06 标题: MC vs. MV

Quiz: see how close you can get to CFAI's guidance answer:

explain two ways that Monte Carlo simulation differs from mean-variance analysis in a multi-period setting.

作者: Chuckrox 时间: 2011-7-11 20:06

Monte Carlo can better handle the effects of path dependent assets (anything with optionality)

Monte Carlo can be used to asses the after-tax optimal asset allocation

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