[R] Quadratic optimization problem

Enrico De Giorgi degiorgi at math.ethz.ch
Wed Aug 21 09:05:03 CEST 2002

I hope that someone can help me with the following question:
I would like to solve the Markowitz optimization problem WITH short-sale
Maybe a procedure to solve a quadratic optimization problem with convex
constraints and positive variables is already implemented in R?

Thank you very much,


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