[R-SIG-Finance] fPortfolio - Maximum Return Portfolio

[Yaakov Moser]

Can anyone suggest a simple way to find the maximum return portfolio on 
an efficient frontier with fPortfolio?

Without constraints, this is simply the asset with the highest return.
However, with constraints, it needs to be solved.

The only option I have come up with so far is to use the 
portfolioFrontier function (ideally with a large number of points), and 
then take the end one.
However, this point varies depending on how many points were selected in 
the Spec...

As far as I can tell, there is no built in functionality equivalent to 
the minriskPortfolio.

Thanks

Yaakov