Dear AllWhen an efficient frontier is plotted using chart.EfficientFrontier, the frontier shows a blue dot labelled as Optimal which is different from tangency portfolio at some given value of rf. To my understanding, the tangency portfolio should be THE Optimal portfolio. Can someone help what i may be missing here? Thanks in advance. Regards,Pankaj K Agarwal +91-98397-11444http://in.linkedin.com/in/pankajkagarwal/ [[alternative HTML version deleted]]
_______________________________________________ R-SIG-Finance@r-project.org 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.