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Negative weights cannot be calculated

Excel Help for Negative Weights Cannot Be Calculated in Excel Portfolio Optimization Template


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Negative Weights Cannot Be Calculated

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OopsThe program does not allow negative values for units.  Entering negative price data to force the current portfolio weighting (unit multiplied by the final price) to produce a negative weighting in the portfolio will not produce valid results as the optimization process assumes only positive prices for assets ignoring observations that do not comply.

Therefore, the program cannot account for negative (short) positions.

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