Portfolio Analysis

If you own a portfolio of investments, you know that there is a great deal of uncertainty about the future worth of the portfolio. The concept of value at risk (VAR) can be used to help describe a portfolio's uncertainty. Here, you will find a set of examples to model this type of problem:
1. A deterministic model to get started.
2. A basic @RISK model where future stock prices are independent of one another.
3. A version where the investor can purchase put options on the stocks held to mitigate risk.
4. Another version with puts that illustrates @RISK's Sensitivity Analysis features.
5. A version that illustrates @RISK's Goal Seek feature for forcing the mean return from a stock to a specified value.
6. A version where future stock prices are correlated with one another.
7. A version that determines the puts that result in an optimal portfolio of stocks and puts.
8. A model for finding a sequence of optimal portfolios for a sequence of expected levels of return.
Click here to see a video of this example.

linkedin facebook pinterest youtube rss twitter instagram facebook-blank rss-blank linkedin-blank pinterest youtube twitter instagram