solver select efficient portfolio

  • Thread starter Thread starter Guest
  • Start date Start date
G

Guest

I have a set of 10 stocks but i need to select 5 stocks to be included in the
portfolio. How do i use solver to select these 5 stocks given that the
portfolio must be the most efficient?
 
(1) Define efficient portfolio
(2) How does one compute the portfolio return and volatility based on
the portfolio constituents?
(3) Program the problem in Solver. The selection of a stock in the
portfolio will be a binary decision variable.

--
Regards,

Tushar Mehta
www.tushar-mehta.com
Excel, PowerPoint, and VBA add-ins, tutorials
Custom MS Office productivity solutions
 
You must log in or register to reply here.

Ask a Question

Want to reply to this thread or ask your own question?

You'll need to choose a username for the site, which only take a couple of moments. After that, you can post your question and our members will help you out.

Ask a Question

Similar Threads

how do i use the markowitz method with solver? 2
Extracting values from a single dynamic cell to a list daily 1
Error Message: debug target...is missing 1
How to use data from external sources 4
excel hyperlink to stock page 1
Hlookup problem in knowing what range to use 4
Solver/Data Tables - help pls :) 1
Solver Problems 2

Back
Top