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Portfolio Weightings

Excel Help for Portfolio Weightings in Excel Portfolio Optimization Template


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Portfolio Weightings

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ShockedThe optimization process will adjust the portfolio asset weights as this is what it is supposed to do in order to determine a better return/risk profile.

The current portfolio weights are automatically calculated by multiplying the number of units by the final price for each product (or simply taking the number of units for return data).

The minimum and maximum constraints tell the optimization process to retain asset weights for the optimized portfolio within the constraints specified despite a better return/risk profile that may exist outside these constraints.


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