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
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
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
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.
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