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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 ?

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

  • This question does not appear to be about quantitative finance within the scope defined in the help center.
If this question can be reworded to fit the rules in the help center, please edit the question.

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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