Home > Portfolio Optimization

Portfolio Optimization


Financial asset & business capital weighting optimization

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


 
 
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.

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 stream.
  • 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.
  • Set the analysis to calculate and account for downside risk only.
  • 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
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.

Customers who bought the Portfolio Optimization template also bought:
Portfolio Performance Monitoring, Multiple Regression Analysis and Forecasting
Find more Excel Portfolio Optimization Solutions in the Financial Markets Section of the Excel Templates & Add-ins Directory. Sell the Portfolio Optimization template as an affiliate.
Share experiences with the Portfolio Optimization template in the Portfolio Optimization Section of the Excel Help Forums for Business.
 
Share
Recommended Portfolio Optimization References
More
Explore the User Guides to
Empower Business
Decision Making
with Business Spreadsheets
Recommended Resources: More Resources and Solutions
Download Market Data - Download historical market data directly into Excel.
Elliot Wave International (EWI) - Provider of financial market data, research and technical analysis.
Diversify Your Portfolio: [Download the FREE Portfolio Analyzer Trial]
Portfolio Analyzer
       
  © 2001-2010 Business Spreadsheets. All Rights Reserved. Legal