[R-SIG-Finance] How to determine the efficient frontier portfolios using the Black-Litterman model?

[Joshua Ulrich]

As Michael asked you when you posted to R-help:

"... more immediately, can you say what was unsatisfactory about the
results the two mentioned packages? Specifically, minimal working
example with data etc."

No one can/will help you if you do not describe the issues you're having.

Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com



On Mon, Sep 26, 2011 at 10:27 AM, jaosma <javier.ospinom at gmail.com> wrote:
> I'm trying to find 50 portfolios on the efficient frontier using the
> Black-Litterman model but have not found a suitable method for doing so. I
> tried using the "portfoliosFrontier" function given in the package
> fPortfolio using the "optimalPortfolios.fPort" function on package "BLCOP"
> but does not provide satisfactory results
>
> --
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> Sent from the Rmetrics mailing list archive at Nabble.com.
>
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