[R] Portfolio Optimization

[livia]

Hello,

I would like to solve a portfolio optimization problem in R. As far as I
searched, I found the example of "solve.QP" &"portfolio.optim". In my
understanding, both of them are based on given expected return, finding the
minimum variance. Is there a way of doing this in an opposite way?i.e
maximize the expected return subject to fixed variance? Or even better, like
combining these two together?

I would be grateful if anyone give me some advice or share the codes?
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