portfolio.optim(x, pm = mean(x), riskless = FALSE,
shorts = TRUE, rf = 0.0, reslow = NULL, reshigh = NULL,
covmat = cov(x))
reslow和reshigh是投资组合权重约束的话,假设我希望每个投资的权重在-0.1到0.1之间,该如何赋值呢?我尝试reslow=-0.1,reshigh=0.1之后结果如下:
reslow has not the right dimension
请大神指点