XlQuant
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    MV.RET.FI.NS
    In This Topic
    Calculates the optimum investments weights in a portfolio (without short sales).

    ARGUMENTS

    Asset returns Mean of asset returns Vector
    Covariance Covariance of asset returns Matrix
    Required returns The target expected return. Real number
    Weights are in [0,1]

     

     

    XlQuant version : 1.0.16.0