On Mon, 2016-09-19 at 20:22 +0530, Abhay Bhadani wrote:
> 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
>
Thanks, Brian!
I implemented the following:
--
data("edhec")
returns <- edhec[,1:12]
colnames(returns) <-
c("CA","CTAG","DS","EM","EN","ED","FIA","GMLS","MA","RV","SS","FF")
print(head(returns,5))
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!
I've never been able to get portfolioanalytics to work for me. It looks like a
nice little addition to the R arsenal but we just weren't meant to work
together. I figured what the heck I'll try this code and I got the same error
message I usually get:
Error in optimize.portfolio(R =
