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Excel Based Financial Modeling for Making Portfolio Management Decisions

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  • Sree Rama Murthy

Abstract

The Excel based financial model proposed in this paper provides a very simple but powerful method for portfolio selection. Apart from a simple and powerful tool for making portfolio management decisions, the paper also proposes an easy to use technique for calculating portfolio standard deviation without using correlation coefficients. The model uses “Excel Solver Add-In†to create an optimum portfolio by maximizing the Sharpe ratio. Benefits of Sharpe style optimization are demonstrated using data on monthly returns from 1999 to 2010 covering 30 stocks.

Suggested Citation

  • Sree Rama Murthy, 2019. "Excel Based Financial Modeling for Making Portfolio Management Decisions," Information Management and Business Review, AMH International, vol. 11(2), pages 35-41.
    • Handle: RePEc:rnd:arimbr:v:11:y:2019:i:2:p:35-41
    DOI: 10.22610/imbr.v11i2(I).2881
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