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Is there a general solution (package) for a portfolio optimization ?

It is indeed an optimizer constraint on the target portfolio return. As
the documentation explains, the "minrisk" portfolio minimizes risk
subject to a target return. This can either be:
1. 'hard' target (equality)
(minimize risk s.t. portfolio return == target).
2. 'soft' target (inequality)
(minimize risk s.t. portfolio return >= target).

As to the budget constraint, the SOCP solver now allows to include a
sum(abs(weights)) constraint for long-short optimization (when using a
covariance matrix) without having to do any special tricks (as for
instance discussed here:
https://stat.ethz.ch/pipermail/r-sig-finance/2013q4/011972.html).
This is documented in Section 4.4 of the vignette.

-Alexios
On 14/07/2014 12:14, Michael Weylandt wrote: