lower.bound {portfolio.optimization}

Set lower bounds on assets

Description

lower.bound sets lower bounds on assets within a portfolio.model

Usage

lower.bound(model, v1 = NULL, v2 = NULL)

Arguments

model

the portfolio.model to adapt the lower bounds

v1

either one lower bound or lower bounds for all assets

v2

if not empty then v1 contains the positions (or names) and v2 the bounds

Value

portfolio.model with new lower bounds

Author(s)

Ronald Hochreiter, [e-mail]