Portfolio optimization inputsExcel Help for Portfolio optimization inputs in Excel Portfolio Optimization Template |
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| Portfolio optimization inputs | Rate this: (3/5 from 1 vote) |
 | To hold weightinga at current level you should probably omit them from the analysis then add them back into the optmized weightings of the remaining products in the portfolio. Alternatively, you can use the miminum constraint to ensure that they do not fall below the current level. If the frequency is monthly you should try and use the 30 day treasury rate for the risk free rate. For annual rates, you should divide by 12. | |
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