key features

Number of Assets Held Constraint

Description

Limit the number of assets (the number of names) held in the portfolio.

Implementation

The port.size argument performs this constraint in Portfolio Probe. A single number means the maximum number of names to allow in the portfolio. A range can also be given.

Other key features

Generate Random Portfolios

Portfolio Optimization

Utility-free Optimization

Contraints and flexibility

Transaction Costs

Computing Engine

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