Tutorial: Constructing Efficient Frontier using Markowitz model

This tutorial shows how to calculate portfolio efficient frontier comprised of common stocks. It relies on Markowitz model and mean-variance optimization. All calculations are performed in Microsoft Excel with the help of Solver add-in in MS Excel. The data and examples are posted here: http://valexeev.yolasite.com/teaching.php

Видео Tutorial: Constructing Efficient Frontier using Markowitz model канала Vitali Alexeev