[R] fPortfolio Package

livia yn19832 at msn.com
Mon Sep 24 15:30:59 CEST 2007


Hello,

I am very interested in Portfolio Optimization functions in this package.
For the "cmlPortfolio", I thought it would be a set of the portfolio along
the "Capital Market Line", but it turns out that there is only one
portfolio. I was wondering which portfolio should this be?

Besides, is there any function that can employ a utility function to select
a portfolio?

Could anyone give me some advice? Many thanks
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