文章基本信息

标题：Excel Based Financial Modeling for Making Portfolio Management Decisions
本地全文：下载
作者：Sree Rama Murthy
期刊名称：Information Management and Business Review
电子版ISSN：2220-3796
出版年度：2019
卷号：11
期号：2
页码：35-41
DOI：10.22610/imbr.v11i2(I).2881
语种：English
出版社：International Foundation for Research and Development (IFRD)
摘要：The Excel based financial model proposed in this paper provides a very simple but powerful method for portfolio selection. Apart from a simple and powerful tool for making portfolio management decisions, the paper also proposes an easy to use technique for calculating portfolio standard deviation without using correlation coefficients. The model uses â€œExcel Solver Add-Inâ€ to create an optimum portfolio by maximizing the Sharpe ratio. Benefits of Sharpe style optimization are demonstrated using data on monthly returns from 1999 to 2010 covering 30 stocks.
关键词：Portfolio optimization;Sharpe ratio;portfolio standard deviation;financial model