upper.bound {portfolio.optimization} | R Documentation |
upper.bound
sets lower bounds on assets within a portfolio.model
upper.bound(model, v1 = NULL, v2 = NULL)
model |
the portfolio.model to adapt the upper bounds |
v1 |
either one upper bound or lower bounds for all assets |
v2 |
if not empty then v1 contains the positions (or names) and v2 the bounds |
portfolio.model with new upper bounds
Ronald Hochreiter, ronald@algorithmic.finance