Investment Style of Portfolio Management: Excel Applications
Journal of Applied Finance, Vol. 11, 2001
Posted: 26 Dec 2001
Abstract
Sharpe (1988, 1992) introduces an objective style model based on asset classes (or factors). The impact of Sharpe's style analysis on practical applications has been extensive. The purpose of this paper is to educate readers in using Excel's Solver function to conduct Sharpe's style analysis. We also analyze style drifts and discuss their importance.
JEL Classification: G11, G12
Suggested Citation: Suggested Citation
Atkinson, Stanley M. and Choi, Yoon K., Investment Style of Portfolio Management: Excel Applications. Journal of Applied Finance, Vol. 11, 2001, Available at SSRN: https://ssrn.com/abstract=285550
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