Displaying 2 results from an estimated 2 matches for "erbse".
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erase
2012 Jul 09
1
Problem to establish Bloomberg connection / Package RBloomberg / function blpConnect()
...r in .jnew("org/findata/blpwrapper/Connection", java.log.level) :
java.lang.UnsupportedClassVersionError: Bad version number in .class
file
It looks there is any problem with the installed java version. Has
anyone an idea how to solve that problem?
Regards,
Alexander Erbse
[[alternative HTML version deleted]]
2012 Feb 15
2
Control number of assets in resulting portfolio with optimizations using package fPortfolio
Dear All,
I am using package fPortfolio to run minimum variance portfolio
optimizations in R. I already know how to set portfolioSpecs, portfolio
objects and constraints. Unfortunately I am not able to set the following
type of constraints.
I have a timeSeries object with returns data for roughly 1.5k assets for 261
subperiods (workingdays) and want to compute the global minimum variance