limiting number of investments in the portfolio

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.

View this message in context: http://www.nabble.com/limiting-number-of-investments-in-the-portfolio-tp25685139p25685139.html
Sent from the Rmetrics mailing list archive at Nabble.com.