Hi
I have 50 share returns for 2009 (A2:A51). I am solving for optimal portfolio by allocating weights to my 50 shares in 2009. in solver, i am changing cells B2:B51, but the criteria is that if any of the 2009 returns is greater than 75 then the weight on that share should be 0. i tried to write an if function in column C of the changing cells but solver overrides the command when i solve. any suggestions?
I have 50 share returns for 2009 (A2:A51). I am solving for optimal portfolio by allocating weights to my 50 shares in 2009. in solver, i am changing cells B2:B51, but the criteria is that if any of the 2009 returns is greater than 75 then the weight on that share should be 0. i tried to write an if function in column C of the changing cells but solver overrides the command when i solve. any suggestions?
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