[R-SIG-Finance] [R-sig-finance] portfolio.optim and assets with weigth equals to zero...

[Alberto Santini]

Robert Iquiapaza wrote:
> 
> Alberto,
> Your data is a little bit mess because of NAs. The different 'treatment' 
> given to NAs by "coredata(get.hist.quote" and "as.timeSeries(returns" may 
> explain some of the differences in the results. You are passing different 
> set of returns. The first method passes a wrong returns matrix.
> 

Ok... I verified again and I note NAs. In my Rmetrics example I introduced
NAs in the return time series, because, in the week, the day of the close
price is different for each asset.

Thanks,
Alberto
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