| Author | Chatchai Limsangkomlert |
| Call Number | AIT Proj. no.SM-09-19 |
| Subject(s) | Portfolio management
|
| Note | A project submitted in partial fulfillment of the requirements for the Degree of Master of Business Administration |
| Publisher | Asian Institute of Technology |
| Series Statement | |
| Abstract | This pape r introduces an Excel program, which is called Portfolio Optimization for teaching diversification concept by creating portfolio. The study begins with the fundamental knowledge for investment such as how to compute return, how to measure risk, and diversification concept .In addition, modern portfolio theory developed by Markowitz explains explain how to create optimal portfolio by standard mean-varianc e method. T hen, performance measures suc h as Sharpe ration and Jensen measure are applied to determine the optimal portfolio.The pedagogical tool is developed by Visual Basic for Application (VBA). It uses basic financial formulas such as average, standard deviation and correlation coefficient, which is included in Excel. Moreover, Excel Solver is applied to find the optimal solution. The objec tive o f this tool is to teach investment course, whic h is related to diversification concept. It can help students to understand by simulating own portfolio with higher return and less risk. Thus, student can practice with the real concept not only mathematical formula. |
| Year | 2009 |
| Corresponding Series Added Entry | |
| Type | Project |
| School | School of Management (SOM) |
| Department | Other Field of Studies (No Department) |
| Academic Program/FoS | Master of Business Administration (MBA) (Publication code=SM) |
| Chairperson(s) | Venkatesh, Sundar |
| Examination Committee(s) | Donyaprueth Krairit;Winai Wongsurawat |
| Scholarship Donor(s) | The Stock Exchange of Thailand (SET) |
| Degree | Project (M.B.A.) - Asian Institute of Technology, 2009 |