The PortMarkMinVarCorr01.xlsx Model
Portfolio Selection of Markowitz Style
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Choose a portfolio so as to minimize the variance
while achieving an expected target return
based on a given correlation matrix.
Keywords:
Portfolio | | Markowitz | | Risk Management | | Correlation | | Covariance | | Finance | | Matrix | | Excel | | WhatsBest | | What'sBest | | What'sBest! | | What's Best | | Variance | |