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How to determine the efficient frontier portfolios using the Black-Litterman model?
2011 Sep 26
1
How to determine the efficient frontier portfolios using the Black-Litterman model?
...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.html Sent from the R help mailing list archive at Nabble.com.