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- Fri May 05, 2017 10:12 am
- Forum: Simulation mechanics, assumptions, and inputs
- Topic: Inflation affect On SD
- Replies: 3
- Views: 1365
Hello, What effect does inflation have on the portfolio standard deviation of returns in FRP? I understand the expected return is inflation adjusted and I assume it uses a formula similar to: (1+E(R))/(1+E(i))-1 It appears that FRP also adjusts the standard deviation of returns for inflation. I woul...