Update README.md further.

README.md

@@ -57,39 +57,54 @@ Enhanced PortfolioAnalytics Functions:
 3.  create.EfficientFrontier (enhanced with type `mean-CSM` and
     `mean-risk`, and customizable arg `momentFUN=`)
 
-Support S3 Methods for CVXR:
-
+Support of S3 Methods for CVXR:
 1.  print.optimize.portfolio.CVXR
 2.  extractStats.optimize.portfolio.CVXR
 
 Custom Moment Functions for Robust Covariance Matrices:
-
 1.  custom.covRob.MM
 2.  custom.covRob.Rocke
 3.  custom.covRob.Mcd
 4.  custom.covRob.TSGS
 5.  MycovRobMcd
 6.  MycovRobTSGS
 
-New Vignettes and their Code Functions in the demo Folder:
-
-1.  cvxrPortfolioAnalytics: CRAN title = “CVXR for PortfolioAnalytics”.
-2.  demo_cvxrPortfolioAnalytics.R
-3.  robustCovMatForPA: CRAN title = “Robust Covariance Matrices for
+Two Vignette pdf files downloadable from PortfolioAnalytics at CRAN:
+<https://cran.r-project.org/web/packages/PortfolioAnalytics/index.html>:
+1.  cvxrPortfolioAnalytics, with CRAN title “CVXR for PortfolioAnalytics”.
+2.  robustCovMatForPA, with CRAN title “Robust Covariance Matrices for
     PortfolioAnalytics”
-4.  demo_robustCovMatForPA.R
 
 # PortfolioAnalytics Demo Scripts
 PortfolioAnalytics has contained a substantial number of demo R scripts in the *demo* folder for a long time.  Assuming that an R package is installed, but not necessarily loaded, you can view a list of the names of al the demo folder R scripts with the following R command
 
 demo(package = “packageName”)
 
 which you can easily verify for the case of PortfolioAnalytics.
+Among the long list of demo scripts, you will see the two demo scripts:
+
+1.  demo_cvxrPortfolioAnalytics.R
+2.  demo_robustCovMatForPA.R
+
+You can view the documentation (man pages) for any demo R script with the command “??” (but not with “help” command).  For example, in RStudio, use of the command
+
+?? demo_cvxrPortfolioAnalytics
 
+results in a Help tab display with the followng two links:
+
+*PortfolioAnalytics::demo_cvxrPortfolioAnalytics* and (*Run demo*). We recommend to only use the first link, which results in a display of the entire R script in the Help tab.  You should copy/paste the script into your own new R file, and run it in chunks that are of interest to you. We recommend doing this for the demo_cvxrPortfolioAnalytics.R and demo_robustCovMatForPA.R scripts.
+
+NOTE: We do not recommend running the entire scripts above because they take a fairly long time, and this is the case for many of the demo scripts in PortfoloAnalytics. For this reason we do not recommend general use of the (*Run demo*) script, as well as for the further reason that some scripts fails to execute properly when run this way. On the other hand the (*Run demo*) link is handy for R demo scripts that run quickly.
 
 # New 2.1 Features
 
-xxx
+This version contains the following new demo scripts:
+
+1. demo_JPM2024MinDownsideRisk.R
+2. demo_JPM2024MinDownsideRiskCVXR.R
+
+The first script above replicates all the Exhibits (Figures and Tables) in the Journal of Portfolio Management paper “Minimum Downside Risk Portfolios, published in October 2024.  This first script uses CVXR optimization methods “under the hood” in PortfolioAnalytics.  The second script replicates just the back-test in Exhibits 6, 8, 10, 12, 14, 16, 18, in the above paper, and reveals the CVXR code directly.  
+
 
 # Bug Reportin