[讨论] 关于fund allocation的操作

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请问大家做过一题作业是

抽大概10几个公司的股票, 然后把它们的历史股价放在 Excel 里 (月平均价). 然后就用"规划求解"来计算, 主要把10几个公司股票的投資組合的方差弄得最少, 然后 就给出每一个股到底放多少钱进去.才能把方差变得最少值．

但我主要问的是, 规划求解 有时候失灵, 或者有时候运行有错误... 请问对于这样的计算, 除了excel之外, 还有没有别的计算软件可以算得出来?

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关键词：ALLOCATION Location cation ATION Fund 讨论 Fund ALLOCATION

excel should have no problem with this kind of nonlinear optimization, check the formulae you put into the cells, make sure you are using "minimizing the portfolio variance by changing weights subjecting to constraints of (summation of weights)=1 and every weights>=0". (second constraints = no short sell) 

if you really wanna try other softs, then Matlab it.

yup, I have done all the requirements you said, but I found it is not really reliable. you could copy the excel form, then use other computers to open it, the result of the weights for the minimisation of variance showss different. yeah it might be many solutions.

I wanna know, does anybody learn Matlab by themselves? at least from the basics?

or you guys have got some lectures for that.