Hi!
I would like to find the weights of a portfolio that maximize the Sharpe ratio given that the sum of the weights equals to 1.
How can this be done in Eviews 8?
Thanks in advance,
Timotheos
Constraint portfolio optimization
Moderators: EViews Gareth, EViews Moderator
-
EViews Glenn
- EViews Developer
- Posts: 2672
- Joined: Wed Oct 15, 2008 9:17 am
Re: Constraint portfolio optimization
There is nothing built in.
Return to “Suggestions and Requests”
Who is online
Users browsing this forum: No registered users and 27 guests