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myportfolio
2005 Jun 01
1
Problem with fPortfolio
Hello,
I hesitate to call this a bug, because I could have forgotten something
important, but the MarkowitzPortfolio example in fPortfolio does not work
for me. Here's my code:
> library(fPortfolio)
>
>xmpPortfolio("\nStart: Load monthly data set of returns > ")
> data(berndtInvest)
> # Exclude Date, Market and Interest Rate columns from data frame,
> # then multiply by 100 for percentual returns ...
> berndtAssets = berndtInvest[, -c(1, 11, 18)]
>...