This is just a general question regarding the maximum number of stocks I can use in the r performanceanalytics optimizer function. My code works fine for optimizing anything up to around 110 asset...

I have trouble incorporating custom expected returns in Portfolio Analytics package. Usually expected returns are some professional expectations / views or calculated separately from fundamental in...

Is there a way to create an efficient frontier in the PortfolioAnalytics package without specifying an xts object of asset returns? Instead I'd like to supply the vector of expected returns and the...