Say I have a portfolio of 100 stocks and want to find a subset of 20 stocks
with minimum tracking error in respect to the original portfolio. I wonder if a
solver to this problem is implemented in some R-based library.
[[alternative HTML version deleted]]
R-SIG-Finance@r-project.org mailing list
-- 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