Computing Markowitz efficient frontiers using a spreadsheet optimizer
Language: English Series: Journal of Property Finance ; 5(1) 1994, 58-66(9)Publication details: 1994Subject(s): Summary: Discusses the calculation of the `Efficient Frontier`, the boundary of risk/return, for combinations of assets, using a spreadsheet optimiser.| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| Journal article | London Journal article | ABS51228 (Browse shelf(Opens below)) | 1 | Available | 15908-1001 |
Discusses the calculation of the `Efficient Frontier`, the boundary of risk/return, for combinations of assets, using a spreadsheet optimiser.