optimizeMeanVariancePortfolio: Optimize mean variance portfolio using Meucci's methods...
In erolbicero/propfolio: Propfolio Management

Optimize mean variance portfolio using Meucci's methods (holdings and simulated prices at the horizon) - brute force approach

1 2	optimizeMeanVariancePortfolio(meanVector, covarianceMatrix, horizonPriceVector, horizonPnLMatrix, wealthBalance, maxWeightConstraint, colNames, longOnly)

`meanVector`	is a vector of mean price changes
`covarianceMatrix`	is a square, semi-positive definite covariance matrix of price changes
`horizonPriceVector`	is a vector of security prices at the horizon
`horizonPnLMatrix`	is a matrix of prices changes at the horizon
`wealthBalance`	is the balance in the account (used to calculate holdings)
`maxWeightConstraint`	is a list of symbols what will be subject to a max inverse volatility weight
`colNames`	names of symbols
`longOnly`	logical, whether to keep the original OHLC xts matrices or to drop them