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Erschienen in:
Introduction Kapitel lesen Erstes Kapitel lesen

2016 | OriginalPaper | Buchkapitel

29. Portfolio Analysis and Option Strategies

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

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

Verlag: 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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Vorheriges Kapitel Greek Letters and Portfolio Insurance
Nächstes Kapitel Simulation and Its Application
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Metadaten
Titel
Portfolio Analysis and Option Strategies
verfasst von
Cheng-Few Lee
John Lee
Jow-Ran Chang
Tzu Tai
Copyright-Jahr
2016
Buch
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-Jahr: 2016

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