Home > Forum Home > Excel Portfolio Optimization Template > Efficient frontier analysis Share

Efficient frontier analysis

Excel Help for Efficient Frontier Analysis in Excel Portfolio Optimization Template


Forum TopicPost Reply Login

Efficient Frontier Analysis

Rate this:
(3/5 from 1 vote)
ConfusedCan you please explain how to analyze the efficient frontier that I obtain as result of my portfolio optimization ?

What do 'Series frontier point' and 'Series portfolio point' imply? How do I know if my portfolio is efficient ?

Any help would be appreciated!

Thanks
Hansy
 Posted by on
 
Replies - Displaying 1 to 2 of 2Order Replies By: Most recent | Chronological | Highest Rated
Confused
Rate this:
(3/5 from 1 vote)
Thanks for your suggestions, it would helps for me.

 [url=http://www.ebcbrakes.com/motorcycle_brake/index.shtml]buy motorcycle brake parts[/url]
 Posted by on
Surprised
Rate this:
(3/5 from 1 vote)
The 'Series frontier point' is the point on the efficient frontier line depicting the return versus risk (standard deviation).

There are 'Series portfolio points' for each iteration of the portfolio optimization.  The most optimal portfolio is the point where it touches the efficient frontier.
 Excel Business Forums Administrator
 Posted by on
 Displaying page 1 of 1 

Find relevant Excel templates and add-ins for Efficient frontier analysis in the