[R] Quadratic optimization problem

[Dirk Eddelbuettel]

On Wed, Aug 21, 2002 at 09:05:03AM +0200, Enrico De Giorgi wrote:
> I hope that someone can help me with the following question:
> I would like to solve the Markowitz optimization problem WITH short-sale
> constraints.

Try 
	library(tseries)
	help(portfolio.optim)

Hth, Dirk

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