Generating lognormal equity returns
 

Would anyone have any sample code that I can use to generate a random series
of monthly lognormal equity returns with a mean of, let's say, 8% annually
and a standard deviation of 15%. Many thanks.

Generating lognormal equity returns
 

use the
=LOGNORMDIST() function in the worksheet
--
Gary''s Student - gsnu200725


"Sheak1" wrote:

Would anyone have any sample code that I can use to generate a random series
of monthly lognormal equity returns with a mean of, let's say, 8% annually
and a standard deviation of 15%. Many thanks.

Generating lognormal equity returns
 

I am sorry. I re-read your post. If all you want are random samples and not
the CDF, then in A1 enter:
=EXP(NORMINV(RAND(),0.08,0.15)) and copy down for as many samples as you need
--
Gary''s Student - gsnu200725


"Sheak1" wrote:

Would anyone have any sample code that I can use to generate a random series
of monthly lognormal equity returns with a mean of, let's say, 8% annually
and a standard deviation of 15%. Many thanks.