We have 2600 Systems which are tracked. We want to Optimize their worth through your program. Question, is it possible to do such a large number? These are all 'non-profit' generating, ie. Government Systems.
The portfolio optimization program is limited to optimize up to 100 assets at a time. This is mainly due to the column limit for versions of Excel before 2007 as 2 columns are needed for each asset (1 for input data and 1 for return calculation).
There is a workaround, whereby assets (or systems) are first categorized into groups. Each group needs to have 100 or less assets and is optimized individually. The index values of each group is then used to optimized the portfolio groups. The individual assets within each group can then be allocated an optimized weighting by multiplying its group weighting by the individual asset weighting.
This approach can also be useful for analyzing the category group optimized weightings for higher level decision making (such as business unit capital allocation).
