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()
I'm sorry the function is
sqrt((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04;
Have you any suggests.
Thanks,
Massimiliano
What is radq?
--- massimiliano.talarico
[EMAIL PROTECTED] wrote:
Dear all,
I need a suggest to obtain the max of this function:
Max
Thanks for your suggests, but I need to obtain the MAX of
this function:
Max x1*0.021986+x2*0.000964+x3*0.02913
with these conditions:
x1+x2+x3=1;
sqrt((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04;
x1=0;
x2=0;
x3=0;
Thanks and again Thanks,
Massimiliano
My apologies, didn't see
Dear all,
I need a suggest to obtain the max of this function:
Max x1*0.021986+x2*0.000964+x3*0.02913
with these conditions:
x1+x2+x3=1;
radq((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04;
x1=0;
x1=1;
x2=0;
x2=1;
x3=0;
x3=1;
Any suggests ?
Thanks in advanced,
Massimiliano
