Has Anyone Used Monte Carlo Simulation for Asset Allocation?

[rokid]

imported post

Has anyone used Monte Carlo simulations for asset allocation and/or to determine future investment returns? If so, what software or algorithms did you use?

 

[ChemEng]

I know this is a dead thread, but wanted to say that I am quite familiar with using Monte Carlo simulations as an analytical tool... Just not to analyze market dynamics... Drop me a PM with some initial numbers and thoughts and I will see what I can put together. But this is very doable with Excel.