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  • Thank you for your reply Robert, this is really useful. May I ask why you use maxsumW in the box constraints ? I thought that if you used EqsumW this would impose that asset group would have to sum up to the desired weight whilst leaving either of the asset in the group to vary between zero and the target weight. I understood that if you used minsumW or maxsumW this would insure that the assets in the group would have a minimum or maximum imposed weight nbut that the group could vary above / below this weight? however the above seem to do what I am after so I am very thankful. Commented Oct 28, 2016 at 10:36
  • I used maxsumW just to have more possibilities, but if necessary you could continue using eqsumW Commented Oct 28, 2016 at 10:40
  • Thank you Robert, I think eqsumW is more appropriate for what I am trying to solve. Thank you for your help much appreciated Commented Oct 28, 2016 at 11:10