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 there any function that can employ a utility function to select a portfolio? Could anyone give me some advice? Many thanks -- View this message in context: http://www.nabble.com/fPortfolio-Package-tf4509189.html#a12859913 Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
