| 摘要 |
Several methods are applied for providing an investor performance evaluation analysis of certain investments. A Continuous-Time method, Taylor Series expanding and compounding method and a Monte Carlo with Brownian Bridges simulation method produce useful statistical answers per each investment during a multitude of periods, including the expected performance, standard deviation around the expected performance, various confidence intervals, and even an estimate of the actual distribution of future returns. Additionally, important features such as the dependence of such an investment on market volatilities, correlations, dividends, and interest rates are made apparent to the investor and sometimes precisely quantified.
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