The PortMarkSharpe01.xlsx Model
Portofolio Selection with Sharpe Ratio
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Choose a portfolio so as to maximize the Sharpe ratio, i.e., the excess return/SD of the portfolio,
based on a given covariance matrix.
Keywords:
Portfolio | | Markowitz | | Sharpe Ratio | | Risk Management | | Covariance | | Matrix | | Excel | | WhatsBest | | What'sBest | | What'sBest! | | What's Best | |