[R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?

u0055 at wolke7.net u0055 at wolke7.net
Mon Jul 14 12:38:23 CEST 2014


Dear R-SIGs,

Is there anybody out there working with parma ?
It's a great package.
I can use parts of it,
but don't understand everything.

Does anybody know the function of parameter "targetType"
in method "parmaspec()" ?
The documentation says,
it's Whether the target should be a hard equality or inequality.
What does that mean ?
Are there good resources about that theme in the internet ?

Thanks in advance,
Uwe



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