Efficient frontier construction guidance on excel

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Hi all,
As you may know that efficient frontier is one of the most important tool help you determine optimal point that can (1) maximize your return given level of risk or (2) minimize your risk given level of return.
Below attached file is example how to construct efficien frontier given data set. For data set you can download on either yahoofinance, bloomberg, datastream - to named just a few.
If you're interested in, I'll then show you how to apply it in reality and how to use matlab instead. Efficient Frontier(3) - raw.xls (51.5 KB, 需要: 1 个论坛币)

2015-7-1 22:17:50 上传

Efficient frontier construction
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关键词：Construction EFFICIENT frontier Guidance frontie guidance excel

但你关键性的求资产比例weights的命令没有写出来，前面只写到协方差的命令。能否请你发我邮箱784394934@qq.com.谢谢！！