This is a video created by Dr. Colby Wright demonstrating how to use the matrix algebra and solver functions in Excel in order to optimize the weights within a portfolio comprised of more than two assets. Please note, this is limited to mean-variance optimization and does not consider higher moments (such as skewness and kurtosis). This method of optimizing portfolio weights also assumes that the distribution of past returns is reflective of the distribution of future returns, which is often a tenuous assumption.