search for: fport

Displaying 1 result from an estimated 1 matches for "fport".

Did you mean: port
2011 Sep 26
1
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 -- View this message in context: http://r.789695.n4.nabble.com/How-to-determine-the-efficient-frontier-portfolios-using-the-Black-Litterman-model-tp3843954p3843954.htm...