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Help, please: Constraints in Critical Line analysis

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  • marc_abrahams
    Greetings, all: My statistical skills are a bit rusty, so I m battling to get Markowit s Critical Line algorithm to work in VBA. It works fine when I assign
    Message 1 of 1 , Jul 28, 2003
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      Greetings, all:

      My statistical skills are a bit rusty, so I'm battling to get
      Markowit's Critical Line algorithm to work in VBA.

      It works fine when I assign lower and upper boundaries on the single
      asset class level; however, I am struggling to incorporate a multi-
      asset bound (e.g. local equity + international equity < k%)

      TIA
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