Portfolio optimization

For making suggestions and/or requests for new features you'd like added to EViews.

Moderators: EViews Gareth, EViews Moderator

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papel
Posts: 7
Joined: Fri Sep 26, 2008 7:50 am

Portfolio optimization

Postby papel » Sat Sep 27, 2008 1:54 am

I would like to know if you intend to add a constraint portfolio optimization module in one of the next versions of Eviews.
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Postby EViews Gareth » Sat Sep 27, 2008 11:53 am

It won't be in the next version of EViews (EViews 7), but we have given some thought to adding more financial type procedures to EViews.

Could you give more detail on exactly what you'd want?
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papel
Posts: 7
Joined: Fri Sep 26, 2008 7:50 am

Postby papel » Mon Sep 29, 2008 12:38 am

I need a procedure similar to that of Excel Solver and particularly to maximize (or minimize) a function given a set of constraints (the sum of variables (weights) to be equal to 1, or to be positive, or…)
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