Question
I am trying to use solver in excel to find the max sharpe ratio for a portfolio of 5 stocks. I need to somehow set
I am trying to use solver in excel to find the max sharpe ratio for a portfolio of 5 stocks. I need to somehow set a constraint where the weights of all five stocks still add up to 1.
How would I set a constraint of this nature? I have been unable to enter weight1+weight2+weight3+weight4+weight5=1. Is there a way to do this? or another solution.
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Fundamentals Of Multinational Finance
Authors: Michael H. Moffett, Arthur I. Stonehill, David K. Eiteman
3rd Edition
0321541642, 9780321541642
