A couple of nights ago I heard Dr. John Gray on a radio program talking about the differences in the physiologies of men and women. He said that women won't loose weight if they do strenuous exercising OR if they are living a stressful life. When women have either of these (or both) they won't loose weight because their bodies are producing more testosterone. Too much of this hormone tells women's bodies to hold on to weight because of the stressful situation.
In men it does the opposite. It tells the body to burn more fat to get energy and to build muscle.
The ideal way for women to loose weight is for them to get rid of all stress in their lives and to walk for exercise without breaking a sweat. Doing these things allows the female body to have normal low levels of testosterone. With low levels of the hormone and moderate exercise women will loose weight much faster than doing strenuous exercises.
This information is in his latest book in greater detail. I don't remember the name of it, but he is the Doctor who wrote the Men Are From Mars Women Are From Venus books.
Some women can't reduce stress in their lives enough because they are deficient in many key nutrients. Just replenishing those nutrients allows women to be able to begin reducing stress. Without those nutrients the testosterone levels won't drop enough to let them de-stress. It's like a catch 22. Stress produces too much testosterone but the testosterone makes the body stay in stress mode. The extra nutrients help to break the cycle.