Computing Markowitz efficient frontiers using a spreadsheet optimizer
Byrne, P.
Computing Markowitz efficient frontiers using a spreadsheet optimizer - 1994 - Journal of Property Finance 5(1) 1994, 58-66(9) .
Discusses the calculation of the `Efficient Frontier`, the boundary of risk/return, for combinations of assets, using a spreadsheet optimiser.
INVESTMENT ANALYSIS
MULTI-ASSET PORTFOLIO
PORTFOLIO THEORY
SOFTWARE PACKAGES
SPREADSHEETS
Computing Markowitz efficient frontiers using a spreadsheet optimizer - 1994 - Journal of Property Finance 5(1) 1994, 58-66(9) .
Discusses the calculation of the `Efficient Frontier`, the boundary of risk/return, for combinations of assets, using a spreadsheet optimiser.
INVESTMENT ANALYSIS
MULTI-ASSET PORTFOLIO
PORTFOLIO THEORY
SOFTWARE PACKAGES
SPREADSHEETS