Free Efficient Frontier software...

Hozie · February 27th, 2002, 11:34 am

Does anyone know of a free program that will calculate efficient portfolios according to CAPM? I'm only looking to use it for about 30 stocks, so it doesn't have to be all that complex...

Charlie · March 4th, 2002, 1:08 pm

HozieIf you look at this book, you will find that it implements this in Excel using the Solver. You can do it in the spreadsheet, or (far easier) using VBA. Assuming that you haven't used VBA before, it isn't that complex and worth exploring!Mike Staunton - Advanced Modelling in Finance using Excel and VBAHope that helpsCharlie

Hozie · March 4th, 2002, 2:58 pm

Okay, thanks a lot! Will be buying that book shortly....