Dear All, I would like to know if it is possible to obtain the optimal asset allocation with the fPortfolio library (or others), but setting at the beginning a desired level of Target Risk. For example I can obtain the optimal asset allocation with fPortfolio library or portfolio.optim() function (in tseries library) setting a desired Target Return, but I dont't know any library or function that allows to define a specific level of Target Risk. Any suggest ? Thanks in advanced, MT
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