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27 Open 6 Closed
27 Open 6 Closed
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Issues list

[FR] Return information on solver failure in optimize.portfolio.rebalancing enhancement
#45 opened Jan 2, 2025 by SteveBronder
2
[Bug?] Use Stick breaking or other scheme instead of division by sum to avoid division by small or zero value
#44 opened Jan 2, 2025 by SteveBronder
3
[FR] Allow user to set parallelization level for optimize.portfolio.rebalancing enhancement
#43 opened Jan 2, 2025 by SteveBronder
2
Is it possible to apply a time varying “Factor Exposure” when factor exposure constraint is added?
#42 opened Jul 30, 2024 by GilthasLIU
add.constraint type = "position_limit" causes error when running random_portfolios_v2 with sample method
#41 opened Jul 18, 2024 by GreenGrassBlueOcean
2
Error when reading optimize_method in optimize.portfolio.rebalancing
#36 opened Jan 9, 2023 by goodnewz
Optimization with ROI method not working for specific edhec period
#31 opened Nov 16, 2021 by cruelas
Optimize with rebalancing weights not adding up to 1 (minimum variance).
#30 opened Apr 9, 2021 by SeveralAbility
Has anyone tried this with a true fixed income portfolio?
#29 opened Feb 13, 2021 by thestockman27
1
optimize.portfolio.rebalancing() might have mishandled the situation that training_period is NULL and rolling_window is specified
#27 opened Aug 7, 2020 by caicaifearless
Maximum Sharpe Ratio fails with error in PortfolioAnalytics
#26 opened Aug 6, 2020 by SamoPP
1
Error in [.data.frame(R, ep.i) : undefined columns selected, when running optimize.portfolio.rebalancing
#25 opened Aug 3, 2020 by emjay032
itermax does not accept a class numeric from variable
#24 opened Jul 1, 2020 by OmarOmeiri
2
parallell calculation of optimize.portfolio.rebalancing with custom moment functions
#22 opened Feb 18, 2020 by GreenGrassBlueOcean
5
objective name mean generated an error or warning: Error in crossprod(x, y)
#20 opened Sep 13, 2019 by marioem
Return.clean() for method="boudt" runs covMcd() on a single column
#15 opened May 3, 2019 by sdittmar
1
multiplier=0 does not work
#14 opened Oct 2, 2018 by sstoeckl
Errrors in several demos
#13 opened Oct 1, 2018 by sstoeckl
1
random.portfolio fails without constraints and no weight sequence specified
#12 opened Sep 20, 2018 by sstoeckl
2
The first example of the vignette doesn't work reproducibly.
#10 opened Mar 23, 2018 by JiaxiangBU
parallelType passed incorrectly to DEoptim bug
#7 opened Jul 12, 2016 by peterccarl
@rossb34 @peterccarl
optimize.portfolio ignores rp for GenSA bug
#6 opened Jul 12, 2016 by peterccarl
@peterccarl
optimize.portfolio doesn't pass in correct temperature arg name to GenSA bug
#5 opened Jul 12, 2016 by peterccarl
@peterccarl
New version of ROI causes errors bug
#4 opened Jul 7, 2016 by peterccarl
@rossb34
geometric chaining is used for portfolio return calculations in proxy.mult.portfolio bug
#3 opened May 16, 2016 by rossb34
@rossb34
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