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Financial asset & business capital weighting optimization

...Determining the optimal mix of products and businesses.

Portfolio Optimization Template by Business Spreadsheets

The Portfolio Optimization template calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. The unique design of the template enables it to be applied to either financial instrument or business portfolios. The ability to apply optimization analysis to a portfolio of businesses represents an excellent framework for driving capital allocation, investment, and divestment decisions.
[Portfolio Optimization Screen Shot]

Key features of the Portfolio Optimization template include:

Ease and flexibility of input, with embedded help prompts.
Ability to specify the number of units held in each product or business.
Specify minimum and maximum constraints for the optimized portfolio.
Unique 'Maintain Current Return Level' option to ensure that return is not deteriorated at the expense of risk.
Ability to modify the correlation matrix and portfolio dynamics prior to the optimization process.
Intuitive graphical result display with Monte Carlo simulation, including probability analysis on specified 'Target' return level.


Requirements Windows: Excel 97-2010 Mac OS X: Excel 2004	(US $18.00) Secure Processing	(requires Acrobat)

To assist with the input of market security data for this template, a free Excel program which automatically downloads market data for multiple securities has been developed and can be downloaded here.

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