how do i use the markowitz method with solver?

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Guest

Hi... I'm using Solver on Excel. I need to come up with an efficient
portfolio of 5 stocks out of 10 that I have info for (covariances, returns,
betas, etc). I have the example on how to use the Sharpe model, but I need
to use the Markowitz method as I have to take covariances into account. I'm
using Excel XP.

Any help is greatly appreciated. Thanks!
 
=?Utf-8?B?TlNE?= said:
Hi... I'm using Solver on Excel. I need to come up with an efficient
portfolio of 5 stocks out of 10 that I have info for (covariances, returns,
betas, etc). I have the example on how to use the Sharpe model, but I need
to use the Markowitz method as I have to take covariances into account. I'm
using Excel XP.

Any help is greatly appreciated. Thanks!
Click to expand...

Does the mean-variance optimization spreadsheet here help?
 
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