Is the "target volatility" objective function currently available?

[ActurialCapital]

Hi,

Is the "target volatility" objective function currently available?
The optimization method of the Portfolio class does not suggest it. But just double checking here...

Thanks,
J

[uhasan1]

I personally export the entire efficient frontier and then select at the desired volatility level after it is optimized for the selected preferred risk metric...hope that helps

[ActurialCapital]

Thanks @uhasan1

It sounds like a heavy procedure, especially if you're dealing with loads of data.

Do you have an example in hand?