Markowitz Efficient Frontier with n Financial Assets in Excel

Опубликовано: 06 Август 2026
на канале: Profe Lopez Lopez
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(Download link: https://drive.google.com/file/d/1LhdB...)
A numerical example is developed in which investment portfolios with six financial assets are simulated to determine the feasible set according to the Markowitz model.
ERRATA: The values ​​required to graph the frontier are the expected return (the average of the returns) and risk (the standard deviation of the returns); however, in the video, it is calculated using the variance. It is necessary to take the square root of the variance to obtain the standard deviation and graph the frontier.