[R] Optimal Asset Allocation with a specific level of Target Risk

[massimiliano.talarico]

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() function (in 
tseries library) setting a desired Target Return, but I 
dont't know any library or function that allows to define a 
specific level of Target Risk.
 
Any suggest ?
 
Thanks in advanced,
MT