#cov matrix cov_matrix_d <- as.matrix(data[10:15, 2:7]) cov_matrix_d <- apply(cov_matrix_d, 2, as.numeric) R <- as.numeric(data[6, 2:7]) port <- portfolio.spec(assets = colnames(cov_matrix_d)) #constraints port <- add.constraint(port, type = “full_investment”) port <- add.constraint(port, type = “long_only”) port <- add.constraint(port, type = “turnover”, turnover = 0.7) #obj port <- add.objective(port, type = “return”, name = “mean”, target = target_return) […]