Serving the Quantitative Finance Community

Search found 2 matches

by Asilvestrado
October 28th, 2005, 10:34 am
Forum: General Forum
Topic: Consensus Forecast
Replies: 0
Views: 131082

Consensus Forecast

Does anyone know a web that provides consensus forecast for equity and fixed income indices (S&P500, ETOP300, IBEX, GSGLT6MO, etc.) about 12-month PER, EPS, expected return,...?
by Asilvestrado
October 25th, 2005, 12:58 pm
Forum: General Forum
Topic: Siimulate 4 indices behavior
Replies: 2
Views: 131959

Siimulate 4 indices behavior

<t>Let's assume a portfolio composed of 4 funds, each of them follows an index with beta=1. How can I simulate these 4 indices behavior and get a forecasted 3 month serie for each of them? The idea is to use Monte Carlo simulation or scenario simulation to obtain those series and predict how the tot...