# optim.Weight.Return

##### Optimize portfolio weights given target returns and weights

Optimizes portfolio weights by minimizing the variance for a given target return and weights

##### Usage

```
optim.Weight.Return(
asset.names,
tgt.ret,
rf = 0,
max.wgt = 1,
period = c("months", "weeks", "quarters", "years")
)
```

##### Arguments

- asset.names
Vector of ticker of securities

- tgt.ret
Target return for given funds

- rf
Risk-free rate of return, Default: 0

- max.wgt
Maximum weight to be allocated for one fund/security, Default: 1

- period
Period for which the returns are calculated, Default: c("months", "weeks", "quarters", "years")

##### Details

Minimizes the variance using the method of lagrange multiplier to calculate the portfolio weights with minimized variance for given target return and given maximum weights.

##### Value

Returns a dataframe of the portfolios with different portfolio weights and different target returns and target standard deviation. Using this an investor can choose between range of portfolio to allocate funds.

##### Examples

```
# NOT RUN {
optim.Weight.Return(c('FXAIX', 'TIBFX'), period = 'weeks', max.wgt = 0.8, tgt.ret = 0.0015)
# }
```

*Documentation reproduced from package PortfolioAnalysis, version 1.0.6, License: GPL-3*

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