Simulation

This formula simulates the value of a portfolio.

where:

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

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