R8-P1-T1-Elton-CAPM-v3 (Learning Spreadsheet 1 of 2)

[Raj Sachdeva]

David, the hyperlink provided in the workbook (R8-P1-T1-Elton-CAPM-v3) tab "T1-PPC-MVP" -
https://forum.bionicturtle.com/threads/market-portfolio-and-derivative-of-weight.9919/#post-45560

is not working. Can you please provide a working link?

Thanks,
Raj

 

[David Harper CFA FRM]

H @Raj Sachdeva That link seems to work for me: https://forum.bionicturtle.com/threads/market-portfolio-and-derivative-of- weight.9919/#post-45560 i.e.,

@Sergio Guerrero and @QuantMan2318 Sure enough, amazing mathematica solves it (see below). Almost as amazing, I entered the solution into Excel and it seems to work perfectly given a few various test values (I got that formula in on the first try, i thought for sure i'd muck it up...). Tomorrow I'll get it into properly formatted into our learning spreadsheet and share it back for you to see. Thanks for asking Sergio, I am excited to have an analytical solution right in the spreadsheet, who knew!!!

please note also some discussion at https://forum.bionicturtle.com/threads/p1-t2-305-minimum-variance-hedge-miller.6800/

 

[Raj Sachdeva]

@David Harper CFA FRM - not sure why i got an error first time around. I am able to open it now. Thanks!