Constraint portfolio optimization
Posted: Wed Aug 28, 2013 9:36 am
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
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