calculate an efficient frontier using Markowitz mean variance optimization
to create a spreadsheet to calculate an efficient frontier using Markowitz mean variance optimization. The model should be able to use 4 variables. If your macro writing skills are good and you can create a spreadsheet that is flexible to the variables, better for you. Although, historical returns are no indication of future returns, for this exercise, I will accept historical returns for future returns. The asset classes could be any of the following NCREIF, Nareit, bonds, munis, stock, commoditiies.
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