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2016 | OriginalPaper | Chapter

29. Portfolio Analysis and Option Strategies

Authors : Cheng-Few Lee, John Lee, Jow-Ran Chang, Tzu Tai

Published in: Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses

Publisher: Springer International Publishing

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Abstract

The main purposes of this chapter are to show how Excel programs can be used to perform portfolio selection decisions and to construct option strategies. In Sect. 29.2, we demonstrate how Microsoft Excel can be used to inverse the matrix. In Sect. 29.3, we discuss how Excel programs can be used to estimate the Markowitz portfolio models. In Sect. 29.4, we discuss alternative option strategies. In Sect. 29.5, we summarize the results of this chapter.

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Metadata
Title
Portfolio Analysis and Option Strategies
Authors
Cheng-Few Lee
John Lee
Jow-Ran Chang
Tzu Tai
Copyright Year
2016
Book
Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses

Print ISBN: 978-3-319-38865-6

Electronic ISBN: 978-3-319-38867-0

Copyright Year: 2016

DOI
https://doi.org/10.1007/978-3-319-38867-0_29