The following worksheets uses a pre-defined definition of a "Matrix Object" and utilities that facilitate input and output of such objects. A simple example is given at ws_js.htm. For a description of this example and instructions for using the associated Javascript, see mat.htm. To see the contents of the Javascript file, select mat.js and view the source code.
This worksheet computes means, standard deviations and correlation coefficients for data series such as monthly returns for mutual funds. If desired, each observation may be assigned a greater weight than its predecessor. Output can be obtained in formats suitable for direct input into other worksheets in this series.
This worksheet finds expected returns that are consistent with the assumption that a particular portfolio is efficient for a given set of risks and correlations.
This worksheet finds a portfolio that maximizes investor utility subject to constraints on holdings.
This worksheet computes a number of "bottom line" measures of historic performance
This worksheet performs a style analysis for a return series.
This worksheet provides the value of a single or joint annuity, given its characteristics and an appropriate discount rate.
This worksheet provides estimates of the standard of living obtained by purchasing a real annuity at retirement, based on assumptions about pre-retirement savings and investment.