Portfolio Optimization

Portfolio Optimization 2.0 The Portfolio Optimization model calculates the optimal capital weightings for a basket of financial investments that gives the highest return for the least risk. Results display action required and probability analysis through Monte Carlo simulation Published by Excel Business Tools   File Size: 268 K OS: Mac; Win 98/XP Released: 01-Jan-2011 Free to try, $18.00 to buy Free Download Get Full Version

Description The Portfolio Optimization model calculates the optimal capital weightings for a basket of financial investments that gives the highest return for the least risk. The unique design of the model enables it to be applied to either financial instrument or business portfolios. The ability to apply optimization analysis to a portfolio of businesses represents an excellent framework for driving capital allocation, investment, and divestment decisions. The key features of the Portfolio Optimization model include: 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; Restrict analysis to downside risk only; Unique 'Maintain Current Return Level' option to ensure that return is not deteriorated at the expense of risk; Intuitive graphical result display with Monte Carlo simulation, including probability analysis on specified 'Target' return level; Download historical prices for financial market data

Requirements Portfolio Optimization 2.0 requires Requires Microsoft Excel 97 or higher