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I want to ask that when using solver in Excel to calculate the minimum variance frontier for N risky assets. The first step is: input
I want to ask that when using solver in Excel to calculate the minimum variance frontier for N risky assets. The first step is: input the address of target cell containing the objective function. And in my situation, this is the cell contains the variance of portfolio, which I want to minimise. But how to express this in the cell? I have got the variance-covariacne matrix now, the expected return separately for the 9 stocks. Then how to express the Var(Rp) in the cell?
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