The Monte Carlo model assumes a simple average return and a standard deviation of returns for the portfolio, whereas the deterministic model assumes linear portfolio growth. Both models should use forward-looking capital market assumptions.
蒙特卡洛模拟不是多期的回报吗.. 怎么是simple average return，simple average return是啥意思？是多期的回报用平均数来算，而不是用几何平均吗
