What is the difference between Min Weight and Weight Limit in the Portfolio Optimization module?
Try setting 5% as a weight limit for a stock. Then right-click that value in the Weight Limit column (5%) and select Apply value to the whole column. You will see that the result is a portfolio where the smallest weight will always be larger than 5%, but for some stocks the weights will be 0%. If you would have set 5% as Min Weight, then all stocks would have been included in the portfolio with a minimum of 5% allocated for each stock. • Weight Limit: Include stock in portfolio only if optimal weight will be larger than x% of portfolio.
