I have been using PortfolioAnalytics::optimize.portfolio() with optimize_method = "CVXR" for six months without any issues. However, recently, the same command started failing with the error ...

I need to run a mean variance optimization in R using 50+ stocks, with minimum (and maximum) output count and max weight constraints. I am having trouble with Amat and bvec configurations for the same ...

In regards to this question Portfolio Optimisation under weight constraints, I have a long unbalanced panel data of company returns as well as sector dummy variables taking values of 1 if that company ...

This is an assigment I got for Financial Economics, I'm using yahoo data base for stocks of 5 different corporations, so I cannot modify the data or how it is presented. What I have to do is to get a ...

Suppose that I have a data for U.S sector indices such as Non Durable, Durable, Manufacturing,..., etc and for the companies within each of these sectors. I am aiming to see if for the given sectors, ...

`select dea.continent, dea.location, dea.date, dea.population, vac.new_vaccinations SUM(CONVERT(int,vac.new_vaccinations)) OVER (Partition by dea.Location Order by dea.location, dea.Date) as ...

I need to allow shorts in my portfolio optimization workflow. This is the code I have: library(quantmod) symbol_list = c('AAPL','MSFT','GOOGL','AMZN','TSLA','BRK-A','META', 'UNH','NVDA', 'JNJ') ...

I need to programm a Monte Carlo Simulation for a seminar paper. The simulation is supposed to apply different portfolio insurance strategies like e.g. synthetic put or constant proportion portfolio ...

I am new to R programming. When i try to plot the "optimize.portfolio" object from portfolioAnalytics package, Im getting the error below. Error in applyFUN(R = R, weights = wts, FUN = risk....

I tried to backtest different portfolio optimization methods with the “PortfolioAnalytics” package in R. First, I ran the “standard” optimization method, and then optimizing with two different robust ...

When I run this line of code, I get the error message: chart.RiskReward(maxret, risk.col = "StdDev", return.col = "mean", chart.assets = "False") chart....

I am trying to perform a standard portfolio optimization, but with a constraint to how much the final weights of the portfolio are allowed to deviate from a set of initial weights. I do this with the ...

In portfolio analysis, given the expectation, we aim to find the weight of each asset to minimize the variance here is the code install.packages("quadprog") library(quadprog) #Denoting ...

I am working on a portfolio optimazion algorithm and part of the problem consists in generating moment matching scenario. My choice due to its simplicity and quickness was to go through paper "An ...

total_amount <- 1000000 df <- data.frame("price"= c(226,186,456,615,549), "firms"= c("VRSN","TXN","DPZ","IDXX","...