Investment Style of Portfolio Management: Excel Applications

Journal of Applied Finance, Vol. 11, 2001

Posted: 26 Dec 2001

See all articles by Stanley M. Atkinson

Stanley M. Atkinson

University of Central Florida - College of Business Administration

Yoon K. Choi

University of Central Florida - College of Business Administration - Department of Finance

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

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

Stanley M. Atkinson

University of Central Florida - College of Business Administration ( email )

PO Box 161400
Dept. of Finance
Orlando, FL 32816
United States

Yoon K. Choi (Contact Author)

University of Central Florida - College of Business Administration - Department of Finance ( email )

PO Box 161400
Orlando, FL 32816
United States
(407) 823-5023 (Phone)

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