Investment Analysis Application Using In-House Spreadsheet Models

Authors

  • Lee Tangedahl
  • Timothy A. Manuel

Abstract

This paper describes a spreadsheet package which has been used in investments classes as well as in computer application classes. The spreadsheet package is menu driven and (among other things) generates statistical and regression analysis and solves the quadratic equations necessary to find the efficient frontier. The program allows the student to easily apply the major results of modern portfolio theory in a realistic fashion using actual stock return data.

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Published

1998-03-04