Portfolio Optimization in Financial Stocks

The model should contain the following:

The optimal portfolio for the selected stocks should be identified

This is the portfolio that maximises the Sharpe ratio

The minimum variance portfolio for the selected stocks should be identified

The model should be capable of allowing the user to prevent short-selling and also to set different levels at which short

selling may occur

Short-selling is the situation where a portfolio may contain a negative weight on a security (essentially you are selling a security you do not own) with the additional funds received from the sale being used to boost ownership in other assets. As a result the total portfolio should still come to a weight of 100%.

Where levels of short selling are allowed, this should limit the entire portfolio, not just individual stocks i.e. the portfolio may have a total of 10% short selling.

The model should have a graph that shows individual stocks, the minimum variance portfolio and the optimal portfolio.

All inputs (if any) and outputs should be shown on a summary page

The model should conform to the rules of good design.


The calculator will only be marked if it is built within the spreadsheet file [url removed, login to view] available from Blackboard. Students are expected to be able to explain or demonstrate any features or techniques in their assignments if requested.

Kemahiran: Analisis Kewangan, Pasaran Kewangan, Kajian Kewangan, VBScript, Visual Basic

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Tentang Majikan:
( 5 ulasan ) New Delhi, India

ID Projek: #16042452

9 pekerja bebas membida secara purata ₹11705 untuk pekerjaan ini


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Hi there, I will do the project on portfolio optimisation as per your requirements, message me so that we can discuss it further. Thanks

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I have experience in doing optimal portfolio assignment using excel (2 assets). I also have learnt VBA but just a beginner level.

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I am stock market analyst for past 10yrs & has advance ms office skills. Relevant Skills and Experience Advance ms excel knowledge with knowledge of financial markets.

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