[R-sig-finance] portfolio optimization

[Gabor Grothendieck]

On 4/14/05, Joe Cerniglia <cj5815 at yahoo.com> wrote:
> 
> 
> Is there a portfolio optimization funtion available in
> Rmetrics?
> 
> I looked in the fSeries package and no optimization
> functions are available?
> 
> Where could I obtain some optimization function to
> perform a Markowitz optimiztion?
> 

Check out portfolio.optim in the tseries package.