search for: portfoliofronti

...getReturn(Spec) = mean(colMeans(PData)) Error in setTargetReturn(Spec) = mean(colMeans(PData)) : object 'Spec' not found > Constraints = "LongOnly" > efficientPortfolio(PData, Spec, Constraints) Error: could not find function "efficientPortfolio" > Frontier = portfolioFrontier(PData) Error: could not find function "portfolioFrontier" > frontierPlot(Frontier, col = c("orange", "orange"), pch = 19) Error: could not find function "frontierPlot" > minvarport = minvariancePoints(Frontier, pch = 19, col = "red") Error:...

...gestions about how to correct my coding would be most welcome. *************Code beings here************************ Data = as.timeSeries(Jdata) Spec = portfolioSpec() setNFrontierPoints(Spec) = 150 Spec Constraint = c("minW[1:nAssets]=0", "maxsumW[1:2Assets]=13.63") frontier = portfolioFrontier(Data, Spec, Constraint) **************Error message begins here*************** Error in parse(text = constraints[i]) : unexpected symbol in "maxsumW[1:2Assets" **************Error message ends here****************** -John -- John P. Burkett Department of Environmental and Natural...

Hello. I don't understand a particular output of portfolio.optim (tseries). I have 4 assets and the portfolio.optim returns an asset with weight equals to zero. If I do a portfolio.optim with 3 assets, without the asset with weight equals to zero, it returns a completely different result. That's I would expected the same weights as the run with 4 assets. Below the code. Thanks in

...)]=0.37","maxsumW[c(3:3,4:4,6:6,10:10)]=0.43", "minsumW[c(5:5,7:7,8:8,9:9)]=0.27","maxsumW[c(5:5,7:7,8:8,9:9)]=0.33", "maxsumW[c(1:1,2:2,3:3,4:4,5:5,6:6,7:7,8:8,9:9,10:10)]=1") portfolioConstraints(data,spec,constraints) frontier<- portfolioFrontier(data,spec,constraints) print(frontier) tailoredFrontierPlot( frontier) After running the last command above I get the following message:* "Error in dimnames(x) <- dn : length of 'dimnames' [1] not equal to array extent"* <https://www.avast.com/sig-email?utm_medium=ema...

...ot;, "RA", "FIA", "GM", "LSE", "MF", "SP500", "NASDAQ", "JPM")] d = as.timeSeries(Data) class(d) Spec = portfolioSpec() setNFrontierPoints(Spec) = 1000 setRiskFreeRate(Spec) = 3 Constraints = "both" Frontier = portfolioFrontier(d, Spec, Constraints) frontierPlot(Frontier, pch = 19, col = c("black", "grey"), add = FALSE, labels = TRUE, return = c("mean"), risk = c("Cov"), auto = TRUE, title = TRUE) ~~~~~~~~~~...

...me simulations of financial data, I have 17 variables simulated 1000 times to three horizons. I am tring to plot the efficient frontier which I already obtained using th fPortfolio package. I am using the following commands: Data=timeSeries(X[1,,]) lppSpec <- portfolioSpec() longFrontier <- portfolioFrontier(Data, lppSpec) plot(longFrontier) Selección: 1 Error en dimnames(x) <- dn : la longitud de 'dimnames' [1] no es igual a la extensión del arreglo > tailoredFrontierPlot(object = longFrontier, mText = "MV Portfolio - LongOnlyConstraints",risk = "Cov") Error en di...