The information on this page is primarily intended for students and others interested in applying modern portfolio theory. I have collected a series of links and movie clips to help you build Excel models.
- I have a separate page with links to videos with often used calculations and implementations of models in portfolio theory.
- In order to calculate optimal mean-variance efficient portfolio, Excel can be very helpful to create simple and clean spreadsheets. To do so, you need to have some basic knowledge of Matrix Algebra. Check the instruction video to see what you can do with matrix algebra in Excel.
- Instruction video on how to use the solver in Microsoft Excel to calculate optimal portfolios.
Dynamic Asset Allocation
- Instruction video on how to do a Monte Carlo Simulation in Excel while using Excel’s powerful Data, What-If, Table function: