A mean/variance asset allocation optimization model using inputs from various
investment indices (e.g. S&P500, Dow Jones, short-term Treasuries, etc.)
and/or individual investments (e.g. IBM, Ford, 10-year Treasury, etc.). The
output would be either an efficient frontier to data to construct one with
expected return on one axis and risk on the other.

This is intended to get you started only.
You will certainly have to modify the model to suit your needs:
http://www.freefilehosting.net/download/3g2gi


Regards,
Ryan---
--
RyGuy


"Jeff Johnson" wrote:

> "rrhill" <(E-Mail Removed)> wrote in message
> news:91FCACCE-4154-48CF-BBEB-(E-Mail Removed)...
>
> >A mean/variance asset allocation optimization model using inputs from
> >various
> > investment indices (e.g. S&P500, Dow Jones, short-term Treasuries, etc.)
> > and/or individual investments (e.g. IBM, Ford, 10-year Treasury, etc.).
> > The
> > output would be either an efficient frontier to data to construct one with
> > expected return on one axis and risk on the other.
>
> Lovely. Is there a question?
>
>
>