EViews.com

I would like to know if you intend to add a constraint portfolio optimization module in one of the next versions of Eviews.

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?

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…)