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.


Portfolio | Project Selection | Markowitz | Correlation Matrix |