upper.bound {portfolio.optimization}

Set upper bounds on assets

Description

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

Usage

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

Arguments

model

the portfolio.model to adapt the upper bounds

v1

either one upper 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 upper bounds

Author(s)

Ronald Hochreiter, [e-mail]