[R-SIG-Finance] single-period markowitz portfolio optimization

[Unternährer Thomas]

Dear list members,

I'm looking for a single-period markowitz porfolio omptimization algorithm (I have average returns and the covariance matrix).
As far as I know the function MarkowitzPortfolio in the package fPortfolio needs a (time) series per asset.

Is there allready a function I can use?

Thanks a lot

regards,

Thomas