Optimise Portfolio

Optimise Portfolio

optimise_portfolio(returns, cov_matrix, boundDat, minTot)

Arguments

returns

A data.table of tree growth

cov_matrix

A correlation matrix of trees

boundDat

A data.table of bounds for each species

minTot

A double; minimum acceptable weight

Value

A data.table with optimised weights across the frontier, the variance, and the return

Details

The function uses the nloptr library to optimise variance over the efficient frontier

Author

Kiri Daust