I am working on the library fPortfolio in R and I have a question. How can we fix for a portfolio the sum of weights equal to 1 ? When I study the code, I see that we cannot choose which constraints on the efficientPortfolio problem we want as an inequality... Is it normal ?


closed as off-topic by AdB, Helin, skoestlmeier, LocalVolatility, amdopt May 6 at 18:19

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    $\begingroup$ I'm voting to close this question as off-topic because it is about programming and does not even provide a minimal working example. At the very least, please show how you have attempted to solve it and clearly state exactly what you are asking. $\endgroup$ – AdB May 1 at 9:05