[R] Help with Portfolio Optmization
mahesh.msmf at gmail.com
Mon Jul 23 13:24:16 CEST 2012
I need some help with Portfolio Optimization problem. I am trying to find
the minimum variance portfolio subjected to constraints on weights like
/x1< w1 <x2
x3< w2 <x4</i>
I need help with solving for the minimum variance portfolio as solve.QP
doesn't allow me to specify the lower boundaries.
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