multivariate

  1. R

    Multivariate Normal Distribution in Excel

    Hey, I have a portfolio of 20 stocks over a time period of 15 years. I calculated the mean returns and the covariance matrix. Now I want to perform a Monte Carlo simulation based on a multivariate normal distribution with the same parameters. I downloaded the “real statistics resource pack”...
    • reasonfa
    • Thread
    • monte carlo multivariate normal distribution returns stocks
    • Replies: 1
    • Forum: Excel Questions

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