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Portfolio Optimization

EXCEL VIDEO TUTORIALS / EXCEL DASHBOARD REPORTS

Finance and Statistics Model Set Start <More Open Source & Learning Here>

Portfolio Optimization

The objective of this project is to learn how the Nobel Prize winning, Optimal Portfolio Theory (by Harry Markowitz), works in practice. The for the stock portfolio is plotted. The stock portfolio possibilities space is derived by assigning different weights for each stock using a random number generator. To let the computer select the optimal portfolio, the efficient frontier-Sharpe Ratio is used. In this case, the portfolio corresponding to the largest Sharpe Ratio is the optimal portfolio.

Portfolio Optimization

Finance and Statistics Model Set  Start

See Examples below;

Standard Deviation and Mean >
 Lotto Number Generator >
 Playing Card Probability >
 Normal Distribution Random Number Generator >
 Monte Carlo Integration >
 Black-Scholes Option Pricing Model - European Call and Put >
 Binomial Option Pricing Model >
 Portfolio Optimization >
 Multiple Regression >
 Bootstrap - A Non-Parametric Approach >
 Multivariate Standard Normal Probability Distribution >
 Monte Carlo Simulation >
 Option Greeks Based on Black-Scholes Option Pricing Model.

Finance and Statistics Models Set You will be able to download your software immediantley after purchase $29.95 Payment Options/Problems
Or, buy as part of the Excel VBA Models Combo Set for only $59.95 and also includes:
Numerical Searching Methods and Option Pricing Models and Random Numbers Generator and Statistics

Special! Free Choice of Complete Excel Training Course or Excel Add-ins Collection on all purchases totaling over $59.00.
ALL purchases totaling over $150.00 gets you BOTH! Purchases MUST be made via this site. Send payment proof to special@ozgrid.com 31 days after purchase date.

See Also: Excel Add-ins Index or, All Software


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