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Optimizing Portfolio in Excel

  1. #1
    Registered User
    Join Date
    11-08-2012
    Location
    London
    MS-Off Ver
    Excel 2003
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    1

    Optimizing Portfolio in Excel

    I have a set of opening stock data for which i have calculated the returns and the mean returns. I need to now create a covariance matrix which i do not understand how to do?

    Can someone please help me on how i would generate the covariance matrix for the portfolio. I have attached my excel file containing the portfolio if any1 wants to see.portfolio.xls

  2. #2
    Valued Forum Contributor
    Join Date
    09-10-2012
    Location
    Los Angeles, CA
    MS-Off Ver
    Excel 2010
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    929

    Re: Optimizing Portfolio in Excel

    Hi NFS,

    Never done one before, but a simple Google search got me this...

    http://www.allquests.com/question/40...ay-in-vba.html

    Hope this helps...

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