[R] fPortfolio Package

2007-09-24 Thread livia
Hello, I am very interested in Portfolio Optimization functions in this package. For the "cmlPortfolio", I thought it would be a set of the portfolio along the "Capital Market Line", but it turns out that there is only one portfolio. I was wondering which portfolio should this be? Besides, is th

[R] fPortfolio Package

2007-09-21 Thread livia
Hello, I would like to do a portfolio optimization in R and I tried to use the function in "fPortfolio", but it appears there does not exist such function. Could anyone give me some advice? Many thanks -- View this message in context: http://www.nabble.com/fPortfolio-Package-tf4492927.html#a1