I was studying how to compute an efficient portfolio from the given return series x in the mean-variance sense. In R the code is like this.
portfolio.optim(x, pm = mean(x), riskless = FALSE,
shorts = FALSE, rf = 0.0, reslow = NULL, reshigh = NULL,
covmat = cov(x), …)
I am curious to know does there any such usage exist in Julia? Looking for this. TIA.