Hi!
I would like to test portfolio optimization by maximizing the return for given
risk.
I have been trying with fPortfolio and solveRsocp.
However it seems that the required solver is not in the CRAN release of
Rmetrics
(a wonderful package anyway, praise the developpers !!!).
I have tried on R-Forge (see Below). But I even did not find the package.
Can anybody help me?
many thanks
danilo
-------------------------------------------------
install.packages("fPortfolioSolver", repos="http://R-Forge.R-project.org";)
Warnmeldung:
In getDependencies(pkgs, dependencies, available, lib) :
package 'fPortfolioSolver' is not available
_______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should
go.
