Computing Markowitz efficient frontiers using a spreadsheet optimizer

By:

Byrne, P

Contributor(s):

Lee, S

Language: English Series: Journal of Property Finance ; 5(1) 1994, 58-66(9)Publication details: 1994Subject(s):

Summary: Discusses the calculation of the `Efficient Frontier`, the boundary of risk/return, for combinations of assets, using a spreadsheet optimiser.

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Item type	Current library	Call number	Copy number	Status	Barcode
Journal article	London Journal article	ABS51228 (Browse shelf(Opens below))	1	Available	15908-1001

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Discusses the calculation of the `Efficient Frontier`, the boundary of risk/return, for combinations of assets, using a spreadsheet optimiser.

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