[MOVED] Sequence/ Series for organizing portfolio

ryunstyle

New member
Joined
Sep 8, 2006
Messages
1
I need assistance to develop a formula with the following characteristics (This is for a finance portfolio project, not homework):

To best explain, the following is an example of what I am trying to accomplish:

Let's say I have X number stocks in a portfolio. I have ordered the X number of stocks from greatest to lowest expected return. I would like the highest expected return stock to have Y% of 100% capital allocated to it (say 10%). I would then like to have the remaining capital (90%) allocated in a continuously decreasingly manner among the remaining X number of stocks. The last stock - lowest expected return in the ordered list - should have an allocation of Z% (say 0.5%) of the 100% of total capital.

Are there too many variables to create this sequence/series of values (% of allocation for a given stock)? Is my question clear?!

Thank you in advance for your assistance!

R.
 
Top