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

Peter Carl peter at braverock.com
Mon Apr 7 22:26:06 CEST 2008

On Mon, 2008-04-07 at 13:57 -0400, gabe plaxico wrote:
> 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.

Take a look at:


... and let me know if it's helpful at all.


Peter Carl
145 Scottswood Rd
Riverside, IL 60546
312 307 6346

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