Portfolio Optimization 1.0

Portfolio Optimization Portfolio Optimization - calculates the optimal capital weightings for a basket of investments

System Requirememts
Mac OS X 10.4 or later

Download Details

Company

Business Spreadsheets

Version

1.0

Post Date

April 27, 2009

License

Demo

File Size

109 KB

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Portfolio Optimization 1.0

Portfolio Optimization - calculates the optimal capital weightings for a basket of investments
The Portfolio Optimization template calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. The unique design of the template enables it to be applied to either financial instrument or business portfolios.

The ability to apply optimisation analysis to a portfolio of businesses represents a great framework for driving capital allocation, investment, and divestment decisions.

Main features of Portfolio Optimization :

Ease and flexibility of input, with embedded help prompts.

Ability to specify the number of units held in each product or business.

Specify minimum and maximum constraints for the optimized portfolio.

Unique 'Maintain Current Return Level' option to ensure that return is not deteriorated at the expense of risk.

Ability to modify the correlation matrix and portfolio dynamics prior to the optimization process.

Intuitive graphical result display with Monte Carlo simulation, including probability analysis on specified 'Target' return level.

Requirements of Portfolio Optimization :

Excel 2004

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