[R-SIG-Finance] [R-sig-finance] fPortfolio target risk optimization?

[patzoul]

The function "maxreturnPortfolio" is in fPortfolio v280.74.


Enrique Bengoechea wrote:
> 
> Many thanks Hugh and Thomas for your answers. I realize that return
> maximization is a harder numerical problem than risk minimization, so my
> thought was doing something along the lines of Thomas' search suggestion.
> Just wondered if that was not already programmed into the package. Your
> answers were very useful.
>  
> patzoul, I cannot find function "maxreturnPortfolio" in fPortfolio
> v260.72, where have you seen it? A more recent version of fPortfolio?
>  
> Best,
>  
> Enrique
> 
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> 
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