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Entering Constraints

 
Post new topic   Reply to topic     Anthony's VBA Forum Index -> Portfoilio Optimization
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L Fowler



Joined: 20 Jun 2006
Posts: 1
Location: Seattle
PostPosted: Tue Jun 20, 2006 6:16 pm    Post subject: Entering Constraints Reply with quote
I love the Portfolio Optimization spreadsheet and VBA code ... but, is it possible to add constraints so that it returns the most efficient portfolio mix that meets constraints for a minimum mean return and a maximum mean standard deviation? If that requires edits to the VBA code can you share them?

Thanks,

L Fowler
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Anthony
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Site Admin


Joined: 29 Sep 2004
Posts: 36
Location: New York, USA
PostPosted: Thu Jun 22, 2006 2:24 pm    Post subject: Reply with quote
Sorry L, I have no time to do that at this moment. Currently, I do not know how to do this on top of my head. Someone suggested that this can be done using Solver, but I have not tried it.
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