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Free Efficient Frontier software...
Posted: February 27th, 2002, 11:34 am
by Hozie
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...
Free Efficient Frontier software...
Posted: March 4th, 2002, 1:08 pm
by Charlie
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
Free Efficient Frontier software...
Posted: March 4th, 2002, 2:58 pm
by Hozie
Okay, thanks a lot! Will be buying that book shortly....