You might get a more satisfactory answer from the R-SIG-Finance list, but
more immediately, can you say what was unsatsifactory about the results the
two mentioned packages? Specifically, minimal working example with data etc.


Michael

On Mon, Sep 26, 2011 at 10:32 AM, jaosma <javier.ospinom@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
>
> --
> View this message in context:
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> Sent from the R help mailing list archive at Nabble.com.
>
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