This formula simulates the value of a portfolio.
Wt = wealth at time t
Wt - 1 = wealth at time t - 1, (when t = 1, Wt - 1 = Initial Wealth)
random return at time t
t = time t
CFk,t = cash flow k at time t
k = number of cash flows at time t
Informa Investment Solutions is part of the Business Intelligence Division of Informa PLC
This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC’s registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 8860726.