Dear Rmetrics Core Team,

This is Rocky. I am considering to use efficientPortfolio function in fPortfolio 
package to solve a question of mine. But I am not sure if efficientPortfolio is 
the right choice. My question is like this:

I have a matrix of returns from different trading strategies. I want to find the 
optimal weights under some user-defined constraints such as "standard 
deviation(risk) less than 5". Can I specify constraints like that in 
efficientPortfolio? If I can, could you give me an example?

Thank you,

Rocky Shi
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