Displaying 2 results from an estimated 2 matches for "portfoliomarkowitz".
2008 Sep 10
0
using portfolioMarkowitz
Hi,
I'm pretty new to R and I'm trying to use the functions
portfolioMarkowitz and portfolioMonteCarlo. I think that its in the
package fPortfolio but it doesn't seem to work with I install the
package and import the library. I think this may be because It only
existed in an old version of the package. I see some old versions
available on cran but I am a windows user a...
2005 Jun 01
1
Problem with fPortfolio
...0.176 -0.029
1-Jun-78 0.007 0.034 -0.059 -0.023 -0.021 0.023 0.008 0.028 -0.004
-0.043 0.019 0.032 -0.014 -0.025
WEYER
1-Jan-78 -0.116
1-Feb-78 -0.135
1-Mar-78 0.084
1-Apr-78 0.144
1-May-78 -0.031
1-Jun-78 0.005
>
> ## Markowitz Portfolios:
> myPortfolio = portfolioMarkowitz(berndtAssets, targetReturn =
>20/100/12)
Error in portfolioMarkowitz(berndtAssets, targetReturn = 20/100/12) :
Object "pfolio" not found
>version
_
platform i386-pc-mingw32
arch i386
os mingw32
system i386, mingw32
status Patched
major 2
minor...