[R-SIG-Finance] frontierMarkowitz problem: Tangential POrtfolio

[Christian Grupp]

Hi,

I am playing around with frontierMarkowitz
since I am interested in the tangetial portfolio.
Unfortenately frontierMarkowitz does not work properly with my own data.
i scan them with read.table,
make them a time series with ts.

The result looks fine, assetsStats shows results, so i think that my 
data are in the right format...

t.weights
[1] NA

Rm
[1] NA

Sm
[1] NA

All other output looks fine so far.

Does anyone has an idea, where the problem is?

Greets
Christian Grupp