Foundation_1.a.7. Simulation (Tracking Error, Sortino)

Downside beta ERP horizon IR MAR MarketReturn PortReturn PortVolatility return_a return_b rf_rate rho riskfree_rate sigma significance step T TE variance_a variance_b variance_market Minimum Acceptable Return (MAR) Std Count of Returns Mean Dev Sum of Squared Differences (P-MAR) Bench (B) Semideviation Portfolio (P) Standard Deviation (function) Correlation Standard Deviation (same, manual) Random, Correlated Simulated Returns For Semideviation Normal Vars Bench Port- Active If B P Mark folio Return P