Is it possible to estimate the standard deviation of an investment's return after "y" years, if you know the investment's mean annual return and standard deviation? [more inside]
posted on Mar 25, 2008 - 14 answers

Question about semi-sophisticated statistics and financial modeling - lets say you have N asset classes - each class has a mean rate of return and a standard deviation of returns. Also, assume you hold a portfolio comprised entirely of these N asset-classes, in certain proportions. How do you determine the probability that the portfolio might produce the a certain rate of return over P periods?
posted on Mar 2, 2006 - 9 answers