# Tag Info

One way to this is the following (you can code all these constraints if you use the right software, I am doing such things using mathematica) You define $w_{i,j}$ which is the weight of asset $j$ in subportfolio $i$, furthermore you define $w =(w_j)_{j=1}^{\text{no of assets}}$ the total weight of the portfolio in asset $j$. the objects for the ...