This is intended to get you started only.
You will certainly have to modify the model to suit your needs:
http://www.freefilehosting.net/download/3g2gi


Regards,
Ryan---
--
RyGuy


"Jeff Johnson" wrote:

"rrhill" wrote in message
...

A mean/variance asset allocation optimization model using inputs from
various
investment indices (e.g. S&P500, Dow Jones, short-term Treasuries, etc.)
and/or individual investments (e.g. IBM, Ford, 10-year Treasury, etc.).
The
output would be either an efficient frontier to data to construct one with
expected return on one axis and risk on the other.

Lovely. Is there a question?