Portfolio Optimization

Monte Carlo portfolio optimization (Excel spreadsheet) Last updated 22 September 2008

Performance Metric Analysis (Excel Spreadsheet) NEW! Added on 20 October 2009

Links

• Amazon.com: Books Search Results: portfolio optimization
• http://en.wikipedia.org/wiki/Modern_portfolio_theory
• http://en.wikipedia.org/wiki/Portfolio (finance)
• http://scholar.google.com/scholar?q="portfolio optimization"

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