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Omega ratio

  1. 09-02-2011, 11:16 AM #1
    Dtales
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    Omega ratio

    Hello, I would like to ask anyone know how to calculate Omega ratio in Excel. really appreciate if anyone could assist me. Thanks very much.
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  2. 09-02-2011, 11:39 AM #2
    Bob Phillips
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    Re: Omega ratio

    Oh look, Google! http://investexcel.net/219/calculate...io-with-excel/
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  3. 11-09-2011, 06:52 AM #3
    Lyra
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    Re: Omega ratio

    Quote Originally Posted by Bob Phillips View Post
    Oh look, Google! http://investexcel.net/219/calculate...io-with-excel/
    There's a new Excel spreadsheet at that site which helps you calculate the investment weights in an Omega Optimal Portfolio
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