Calculate the minimum variance portfolio consisting more than two assets?

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PanMike

New member
I know how to calculate for 2 assets, but how to calculate the weighting of a min var portfolio consisting more than two assets? lets say 7 assets, where the mean(average return), variance, stdv is known for each of them, how to calculate the portfolio weighting for each assets/investments?
 
is this mike pan that went to western?

anyways you would have to set up a covariance matrix with the covariance of each stock in the portfolio with each other stock in the portfolio and then do a massive system of equation to solve for one of the stock's weightings... usually you just do that in excel if you know how using some of the matrix functions.
 
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