[R-SIG-Finance] Urgent on the help

Debashis Dutta dutt.debashis at gmail.com
Mon Sep 1 00:33:23 CEST 2008

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,

On 22/07/2008, Yunlei.Hu at barclayscapital.com <Yunlei.Hu at barclayscapital.com>
> 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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