The Portofolio_Proj.xls Model

The Project Portfolio Model

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Given the expected return for each candidate investment, and

the standard deviation in return for each candidate, and

a target desired return, and

an amount to be invested, typically $1,

Decide how much to invest in each candidate so as to

Minimize the variance in the value of the portfolio one year from now,

subject to achieving the target return in expectation.

Keywords:

Portfolio | Project Selection | Markowitz | Correlation Matrix |