[R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfolio)

gabe plaxico gplaxico at gmail.com
Mon Apr 7 19:57:00 CEST 2008


Anyone have any suggestion on a good book for optimization using R?
Specifically looking for material addressing linear/quadratic programming.
Mostly interested in mean-variance portfolio and MORE importantly
style based analysis.
Thanks in advance for the help. - Gabe



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