Re: [R] How to determine the efficient frontier portfolios using the Black-Litterman model?

You might get a more satisfactory answer from the R-SIG-Finance list, but more immediately, can you say what was unsatsifactory about the results the two mentioned packages? Specifically, minimal working example with data etc. Michael On Mon, Sep 26, 2011 at 10:32 AM, jaosma wrote: > I'm tryin

[R] How to determine the efficient frontier portfolios using the Black-Litterman model?

I'm trying to find 50 portfolios on the efficient frontier using the Black-Litterman model but have not found a suitable method for doing so. I tried using the "portfoliosFrontier" function given in the package fPortfolio using the "optimalPortfolios.fPort" function on package "BLCOP" but does not