asset allocation optimization
 

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.

asset allocation optimization
 

"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?

asset allocation optimization
 

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?