Optimising portfolios with solver?

Hello everybody.

I was wondering whether Solver can be used for optimising portfolios when 2
target cells need to be changed: minimizing variance and maximizing
rentability?

Thank you very much,

Oana Truta

Why don't you try some thing like:
maximise rentability / variance i.e. maximise the ratio of rentability and
variance
this is similar to what you want to achieve.

Mangesh


"Oana" <[email protected]> wrote in message
news:[email protected]...
> Hello everybody.
>
> I was wondering whether Solver can be used for optimising portfolios when
2
> target cells need to be changed: minimizing variance and maximizing
> rentability?
>
> Thank you very much,
>
> Oana Truta