[R-SIG-Finance] [R-sig-finance] limiting number of investments in the portfolio

Inei1234 inei12936 at gmail.com
Wed Sep 30 20:01:59 CEST 2009

Not sure if it is possible -- say I have N possible investments but I only
allow to have M equal weight  (M<N) in my target portfolio. How do I specify
this constraint ? Doesn't look like MinW or smth like that will do the job.
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