portfolioSpec(
model = list(type = "MV", optimize = "minRisk",
estimator = "covEstimator", tailRisk = list(),
params = list(alpha = 0.05, a = 1)),
portfolio = list(weights = NULL, targetReturn = NULL,
targetRisk = NULL, riskFreeRate =0, nFrontierPoints = 50,
status = NA),
optim = list(solver = "solveRquadprog", objective = NULL,
options = list(meq = 2), control = list(), trace = FALSE),
messages = list())
整个的例子在这里：
http://blog.csdn.net/yujunbeta/article/details/8247799
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