R help - Sep 2011 - 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 provide satisfactory results

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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 <javier.ospinom@gmail.com> wrote:
> 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 provide satisfactory results
>
> --
> View this message in context:
>
http://r.789695.n4.nabble.com/How-to-determine-the-efficient-frontier-portfolios-using-the-Black-Litterman-model-tp3843954p3843954.html
> Sent from the R help mailing list archive at Nabble.com.
>
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> PLEASE do read the posting guide
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> and provide commented, minimal, self-contained, reproducible code.
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