Dear friends,
I'm using Excel Solver to build up the optimal asset weight in ETF portfolio follow Markowitz's method with max Theta and constraint total weight = 100%.
However, the return for optimal weight seems to be very much unrealistic to me. The percentage is too large or too small (> 1,000,000%) to be exact.
Really appreciate if you can have a look at attached file and give me an advice.
Thank you
ETF Selection - Mar 27, 2015 - test.xlsx
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