PureBytes Links
Trading Reference Links
|
Hope that this helps. I never really understood this method of developing
risk-efficient portfolios.
http://www.datachimp.com/articles/risk/efficient_frontier.htm
there's also a simpler and easier to understand VBA coded "Chap09 for
Excel97.xls" which calculates efficient frontiers at
http://finance.wharton.upenn.edu/~benninga/mit.html
Don't forget to activate the solver.xla
Best regards
Walter
|