Anthony's VBA Forum Index Anthony's VBA Forum
Where the knowledge is shared
Menu
 Anthony's VBA Forum IndexHome Page
 Anthony's VBA Forum IndexForum Index
FAQFAQ
MemberlistMemberlist
UsergroupsUsergroups
RegisterRegister
ProfileProfile
Log in to check your private messagesMessages
Log inLogin/Out

Quick Search

Advanced Search

Links
Consulting
Products

Who's Online
[ Administrator ]
[ Moderator ]


Entering Constraints

 
Post new topic   Reply to topic     Anthony's VBA Forum Index -> Portfoilio Optimization
View previous topic :: View next topic  
Author Message
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
Back to top
View user's profile Send private message Send e-mail
Anthony
Site Admin
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.
Back to top
View user's profile Send private message
Display posts from previous:   
Post new topic   Reply to topic     Anthony's VBA Forum Index -> Portfoilio Optimization All times are GMT - 4 Hours
Page 1 of 1

 
Jump to:  
You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot vote in polls in this forum


Powered by phpBB © 2001, 2002 phpBB Group