Hi, I just started exploring PortfolioAnalytics package.
Similar to setting up custom objective functions, is there a way to set up custom constraints too? I would like to know how to set up cardinality constraint (i.e., limiting number of assets in a portfolio). Thanks! [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.