+ Reply to Thread
Results 1 to 3 of 3

Help with efficient frontier in excel

  1. #1
    Registered User
    Join Date
    06-20-2012
    Location
    Redwood City, CA
    MS-Off Ver
    Excel 2010
    Posts
    2

    Help with efficient frontier in excel

    I have been tasked with using different estimates of asset class returns and correlations to develop hypothetical efficient frontiers.

    how do i create efficient frontiers in excel

  2. #2
    Forum Contributor
    Join Date
    05-25-2012
    Location
    California
    MS-Off Ver
    Excel 2010
    Posts
    194

    Re: Help with efficient frontier in excel

    This is for Excel programming related questions; nonetheless - a simple google search yielded the following.

    http://www.cba.edu.kw/fmudhaf/IFM_Re...ng%20Excel.pdf

  3. #3
    Registered User
    Join Date
    06-19-2012
    Location
    FL
    MS-Off Ver
    Excel 2010
    Posts
    14

    Re: Help with efficient frontier in excel

    I believe you can use the solver add-in, go to file>options>addins and make sure you have solver. It is under Data at the end under Analysis. you will still need to add the variables (assets, means etc...) and then you can use the solver to help figure out the math. I have never done it myself, but I have come across it in the past.

+ Reply to Thread

Thread Information

Users Browsing this Thread

There are currently 1 users browsing this thread. (0 members and 1 guests)

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts

Search Engine Friendly URLs by vBSEO 3.6.0 RC 1