Building an Asset Allocation Model with Monte Carlo Simulation

Presented by

Joe DiNunno, Chartered Alternative Investment Analyst

About this talk

This webinar will take a step back from our previous webinar that gave viewers a top-level view of the Asset Allocation model built by Insightful Ideas, Inc. and used at FiduciaryVest, LLC. This time around we're going to take a step back and show you how one might build a simpler asset allocation model by going through the steps of how you could use @RISK to build your model. We will cover assumptions, correlations, distributions, combining functions to add an asset class to the model, building a portfolio model, possible output, and if there is time talk a bit about incorporating 'fat tails' in equity distributions. The session will include both slides and some time interacting with @RISK in Excel.

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Palisade Company is the world’s leading provider of risk and decision analysis software solutions for science and industry. Our array of software products and custom services enhance the management experience by combining the latest in cutting-edge technology with over 35 years of analytics experience. Palisade’s unified software platform helps clients increase margins, improve performance, expand market share, and maximize operational efficiencies. We have a very simple mission: to minimize risk while maximizing potential.