Confidence Bands as an Advanced Monte Carlo Engine by Marc Odo, CFA, CAIA, CFP

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Fri, 2010-09-03

This guide will walk you through the steps and rationale for using Zephyr’s AllocationADVISOR’s “Confidence Bands” function.  In short, a Confidence Bands analysis runs a full Monte Carlo analysis for every single portfolio on the efficient frontier and tells the analyst which portfolios have the highest probability of meeting an investor’s goals.

 
 

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