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Eric Zivot
Economics 483
Applied Econometric Modeling in Finance

Excel Hints

Fall 2003

This is a new page containing hints for various computations using Microsoft Excel. Please note that some of the statistical calculations require the Berk-Carey add-in StatPlus. 

Chapter 1: Return Calculations

• Return Calculations. Last updated: 1/17/02

Chapter 2: Review of Random Variables

• Random Variables. Last updated: 1/22/02

Chapter 3: Descriptive Statistics

• Descriptive Statistics:  Last updated: 1/29/02

Chapter 4: Constant Expected Return Model

• Monte Carlo simulation: Last updated: 2/05/02
• CER Model: Last updated: 2/11/02

Chapter 5: Introduction to Portfolio Theory

• Introduction to portfolio theory: Last updated: 2/06/02
• Introduction to Excel's solver add-in. Example spreadsheet.

Chapter 6: Markowitz Algorithm

• 3firmPortfolioExample.xls:  Last updated 2/27/2002

Chapter 7: Single Index Model

• single index class example.xls:  Last updated 3/11/02

Excel Links

• Colin Cameron at UC Davis has a great set of Excel worksheets for data analysis of economic data.