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I don't know whether this question should have better been asked on Quantitative Finance's forum or Cross Validated or Super-User.

I want to minimize a risk indicator given a fixed profitability I want to make from five financial shares. Therefore I applied the solver from Excel to get the weight in percentage I should use from my constraints and objective function.

Yet after a few turns it always gives me a wrong output as far as I get negative weights for these actions even though I specified I only wanted positive weights (I am not considering to borrow money to sold this share without having it).

Therefore how to use excel solver to get the shares weights minimize a risk indicator given a fixed profitability I want to make?

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    $\begingroup$ Simplex is only for linear equations. Your variable cells should be $C$174:$F$174. You can leave the constraint for $G$174 assuming it is not possible for your "risk indicator" to have negative value. Also, I don't think this question belongs in this forum...probably SO is better if you need more help. Good Luck. $\endgroup$
    – amdopt
    Commented Mar 15, 2017 at 13:52

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