This video discusses the Global Minimum Variance Portfolio (GMVP) and how to construct it in excel. This example applies to a portfolio with any number of assets. I use an example of portfolio with five stocks in it. I go through how to use Excel matrix (i.e., array) functions to calculate the portfolio variance and then how to minimize that portfolio variance using Excel solver.
Time stamps
* 0:00 Introduction
* 1:23 Minimum Variance Portfolios
* 3:23 Constructing the global minimum variance portfolio in Excel
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