search for: blcop

...rying 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.

Anyone know where I can obtain an R implementation of the Black- Litterman portfolio model?

I'm in the process of converting some S3 methods to S4 methods. I have this function : setGeneric("enrichmentCalc", function(rs, organism, seqLen, ...){standardGeneric("enrichmentCalc")}) setMethod("enrichmentCalc", c("GenomeDataList", "BSgenome"), function(rs, organism, seqLen, ...) { ... ... ... })