The app is available at: https://herget.shinyapps.io/portOptimization/.

Source code for ui.R and server.R files available at: https://github.com/InspectorButters/portfolioOptimization

This web application allows the user to generate a 10-asset class (1) efficient frontier and (2) transition map.

The program is most applicable to users with a fundamental understanding of asset allocation and Modern Portfolio Theory.

• Expected Return Inputs: Enter the expected annualized % return for each of the 10 asset classes in the provided slider inputs (from 0% to 30%)
• Minimum class %weight Constraint: Defaulted at 0% (unconstrained), user can set minimum allocation for each class up to 5%
• Generate Button: Click this button once all inputs are set
  

Note that inputs are not reactive. No charts will be produced until the user clicks the "Generate" button.

The efficient frontier is charted using a set of "optimal" portfolios that produce the highest level of expected return at a particular level of risk.

The transition map displays the optimal portfolio composition, in terms of asset class percentage (y-axis), for a particular level of risk (x-axis).