Terry D. Nixon

Oct 10, 2024 | scholarship.richmond.edu | Tom Arnold |Joseph Farizo |Terry D. Nixon

The calculus and matrix algebra associated with finding the optimal portfolio weights for a set of securities is tedious. However, Excel tools make the computations simple, with minimal programming needed to arrive at optimal portfolio weights for securities in a portfolio. We provide this Excel template and techniques for acquiring optimal weights, which is useful for personal and institutional investors alike.