Displaying 2 results from an estimated 2 matches for "minvarianceportfolio".
2011 Jul 10
1
Code Help
...ntier"
> frontierPlot(Frontier, col = c("orange", "orange"), pch = 19)
Error: could not find function "frontierPlot"
> minvarport = minvariancePoints(Frontier, pch = 19, col = "red")
Error: could not find function "minvariancePoints"
> minvariancePortfolio(PData)
Error: could not find function "minvariancePortfolio"
> cmlp = tangencyPoints(Frontier, pch = 19, col = "blue")
Error: could not find function "tangencyPoints"
> cml = tangencyLines(Frontier, col = "blue")
Error: could not find function "tan...
2012 Sep 04
0
Calculate a minimum-variance portfolio with fPortfolio
...uot;, 0)
box.2 <- paste0("maxW[1:nAssets] = ", 0.10)
box.3 <- "maxsumW[1:nAssets] = 1"
box.4 <- "minsumW[1:nAssets] = 1"
boxConstraints <- c(box.1, box.2, box.3, box.4)
# Portfolio Specs
Spec <- portfolioSpec()
# Calculate MinVar Portfolio
minvar <- minvariancePortfolio(
data = data,
spec = Spec,
constraints = boxConstraints)
5. Thanks a lot for your help!
Markus Douglas, Jr.
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