Dear All,

I am doing some portfolio optimization using the portfolio.optim function in
the tseries packages, which minimizes the risk of a portfolio for a given
return objective.
Do you know if it's possible to see things the other way around and maximize
the return of a portfolio for a given risk objective?

Many thanks,

Lara


-- 
Lara Shocron
lara.shocron@gmail.com
+ 852 9765 4623
+ 33 6 12 89 97 08

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