install.packages('PortfolioAnalytics')
optimize.portfolio
and constrained_objective
. This function
will check that these variables are in the portfolio object in the
constraints list. We will default to min_sum=1
and max_sum=1
if leverage constraints are not specified. We will default to min=-Inf
and max=Inf
if box constraints are not specified.
This function is used at the beginning of optimize.portfolio and other
functions to extract the constraints from the portfolio object. We Use the
same naming as the v1_constraint object.optimize.portfolio
optimize.portfolio
or optimize.portfolio.rebalancing
optimize.portfolio
add.objective