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Excel Portfolio Optimization
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Version
3.0
The Portfolio Optimisation model calculates the
optimal capital weightings for a basket of financial
investments that gives the highest return for the
least risk. The unique design of the model enables
it to be applied to either financial instrument or
business portfolios. The ability to apply
optimisation analysis to a portfolio of businesses
represents an excellent framework for driving capital
allocation, investment, and divestment decisions. The
key features of the Portfolio Optimisation Model
include: Ease and flexibility of input, with embedded
help prompts; Ability to specify the number of units
held in each product or business; Specify minimum and
maximum constraints for the optimised portfolio;
Unique 'Maintain Current Return Level' option to
ensure that return is not deteriorated at the expense
of risk; and Intuitive graphical result display with
Monte Carlo simulation, including probability
analysis on specified 'Target' return level.
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