[R-SIG-Finance] Urgent on the help

[Debashis Dutta]

Hi Yuilei,

For immediate reference, I enclose one papers. See if  this comes to your
use. give me a little time to run through the codes.

Kind Regards,
Debashis


On 01/09/2008, Debashis Dutta <dutt.debashis at gmail.com> wrote:
>
> Hi Yuilei,
>
> For immediate reference, I enclose two papers. See if  these come to your
> use. give me a little time to run through the codes.
>
> Kind Regards,
> Debashis
>
>
>  On 22/07/2008, Yunlei.Hu at barclayscapital.com <
> Yunlei.Hu at barclayscapital.com> wrote:
>>
>>
>> Dear all
>>
>> I am using quadratic programming to solve the portfolio optimization in
>> cosidering transaction cost. Is there any R optimization package can do
>> this?
>>
>> Solve.QP require the positive definite matrix in Dmat, while in my case,
>> this matrix in the objective function is not positive definite.
>>
>> >  It is in a bit of emergency. I would be really appreciated if anybody
>> > can give me the reply ASAP.
>> >
>> > Many thanks
>> >  Yunlei
>> >
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