Generating lognormal equity returns

G

Guest

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.
 
G

Guest

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
 

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