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Double check my work on asset allocations and efficient frontier
Hi
I am working on a project that has me looking at using different estimates of asset class returns and correlations develop hypothetical efficient frontiers. The estimates of asset class returns & correlations are based on handouts of projections from major financial institutions. For simplicity sake the analysis is being done with just two asset classes (equity & fixed income)
The goal is for me to prove that small changes in assumptions for asset class returns & correlations can have a significant impact on the recommended asset allocations using an efficient frontier model
I used MS Exel and the solver function to create the required work. Can someone on here check it for accuracy?
See attached spreadsheet