I try to calculate the minimun variance portfolio from a varians-
covariance matrix. The problem is that the target cell has changed
value a couple of times when I made small changes and then changed
back so now I can't know which one is correct, how could this be? I
use this formula:
=MMULT(TRANSPOSE(DH2:DH26);MMULT(CE2:DC26;DH2:DH26 ))
DH2:DH26 = stock weights (which are being changed by Solver to
minimize target cell)
CE2:DC26 = variance-covariance matrix

Thanks!