[R-SIG-Finance] [R-sig-finance] Example codes fPortfolio Package ?

[R@Nabble]

My previous questions below have been answered/are now clear. Still, a new
one has occurred: how can I make sure that 2 or more assets get the same
weights in the optimization?

Again, thx for any insights.

R at N

R at Nabble wrote:
> 
> Hello,
> 
> I was wondering whether there are more code-examples available for the
> above package. In particular, I'm interested in applications whereby:
> 
> 1) One can define per asset the minW, maxW constraints. 
> (I tried ConstrLO = c("minW[1]=10","minW[2]=10","maxW[3]=15"), but I guess
> my interpretation of "vector of character strings" as described in the
> manual for the input here is wrong).
> 2) In addition to 1, add sector constraints (i.e. does one simply add it,
> like ConstrLO = c("minW[1]=10","minW[2]=10","maxW[3]=15",
> "minsumW[1:2]=50") ???)
> 3) One can add the benchmark portfolio within the analysis, in particular
> as a "dot" within the efficient frontier graph.
> 4) Assuming leverage, how to show a move along the cap.mkt line?
> 
> Any help/suggestions much appreciated.
> 
> Thx,
> 
> R at N
> 

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