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How to draw efficient frontier Videos

Graphing the efficient frontier for a two-stock portfolio in Excel

Shows how to download returns for two stocks, calculate mean, variance and standard deviations for various portfolios of the two stocks, and draw the efficient ...

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Dr. Bre commented on 22 Nov 2015
Can this be done with many shares??? Like 8-10??? I would really appreciate the reply
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funfairable commented on 13 Dec 2015
+Dr. Bre Yeah!

Chapter 10 - The Minimum Variance Portfolio and the Efficient Frontier

Description Not Provided.

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Erasmus Tyapa commented on 13 May 2015
I would like to know if the weights of assets are randomly chosen at first? How will you know the expected return of the portfolio? Your email please
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Brandon Young commented on 22 Oct 2015
+Erasmus Tyapa For the efficient frontier in the video, yes. Essentially different weights are plugged in to represent different portfolio scenarios. The expected return of each individual asset is taken as a given (in reality, it can either be derived from past returns, or by using some sort of return-generating model such as CAPM). The portfolio standard deviation varies based on the weights and correlation between each asset in the portfolio and can be derived in Excel using the variance-covariance method which can be found here on YouTube. The expected return of the portfolio is simply the weighted average return generated by each asset (weight of asset multiplied by the expected return of the same asset).

Drawing the Efficient Frontier

Tutorial: Constructing Efficient Frontier using Markowitz model

This tutorial shows how to calculate portfolio efficient frontier comprised of common stocks. It relies on Markowitz model and mean-variance optimization.

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Erasmus Tyapa commented on 19 May 2015
Can you please provide us with a link to the website where the template is. And what will happen if you add a treasury bond to the portfolio (a free-risk bond), how would the calculation change?
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ZAIKI ZHANG commented on 10 Sep 2015
Good tutorial, but your sound is so pussy, thx to god i'm not homosexual!!
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Dave Mac commented on 15 Jun 2015
This is a fantastic tutorial and very good. Thank you for posting this!
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Federico Luttini commented on 12 Jul 2015
Great tutorial video, could you please share the xls template?
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Vitali Alexeev commented on 24 Jul 2015
yes, its in the link in the description to the video.
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Eligijus Kanapka commented on 29 Oct 2015
That was very useful!

Plotting the Efficiency Frontier of a n-asset Portfolio

Continuing the previous video that prepared the correlation matrix, I compute the key statistics of my sample portfolio and prepare a Monte-Carlo simulation to ...

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Sean Donner commented on 17 Jul 2013
Question on the 3-year total return. Wouldn't this value be calculable from the weekly returns sheet? If so, what would that formula be. If not, why not? Thanks for your efforts, really learned a lot.
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Li Colin commented on 28 Apr 2015
Good job. It is helpful for my work. However, I confuse that how self-updating plots works. Could you explain it in detail? Thank you.
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marco commented on 01 Feb 2015
Matthew Would you give a new download the spreadsheet. Because the //db.tt/qhylJkwL is bad. Thank you 
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RiskyMath commented on 28 May 2013
In the profiles tab of the spreadsheet linked, I see the std Dev has invalid name error.
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Neo commented on 13 Dec 2012
Thank you so much for putting this highly educational video!!
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Vipin Kumar commented on 04 Sep 2015
really helpful thank you Matthew.
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宁 雪生 commented on 18 May 2013
Best!!!! Help my essay a lot.
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Joseph Smith commented on 15 Feb 2015
Dude awesome many thanks

FI 4080 Graphing Efficient Frontier

Efficient Frontier

In this video, Dr Paul Docherty from The University of Newcastle (Australia) describes the portfolio optimisation and the efficient frontier. The video includes a ...

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PES ftw commented on 10 Jun 2015
Thanks for the helpful tutorial. Can you tell me how to convert monthly standard deviation to annual? Do you simply multiply the monthly standard deviation by 12?
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lincoln davis commented on 30 Nov 2015
do you have the link the excel document on hand, this is very helpful information but I will like to see your inputs
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Stealth_Bomber_B2 commented on 26 Jul 2015
Your video is completely blurring. I can't see anything. Next time could you use HD Quality.
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Stealth_Bomber_B2 commented on 26 Jul 2015
How did you get 0.3925? Do you use 252 days?
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