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Operations
Management/Industrial Engineering |
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Equity
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Markowitz
Portfolio analysis determines an optimum mix if financial
securities considering both security returns and risk. Risk
is measured by the statistical variance of the portfolio.
The analysis uses historical return data to determine the
expected return for each security and the covariance matrix
showing the dependence between securities. |
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| Add-in - Click the add-in
name to download a zipped .xla file. |
Add-in Name |
File |
Date |
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equity.xla |
2/06/2011 |
| Associated Add-ins - Click
the add-in name to transfer to the add-in page. |
Add-in Name |
File |
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mp_models.xla |
The Math Programming add-in is called to setup the IP
models necessary for security selection. |
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solver.xla |
The Excel Solver is used to find solutions. |
| Demonstration Files -
Click the demo name to download a .xls file. |
Demo Name |
File Name |
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equity_demo2.xls |
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