[R-SIG-Finance] fPortfolio - portfolioFrontier - Limit on number of assets

Yaakov Moser ymoser at gmail.com
Thu Apr 30 17:53:32 CEST 2009


Is there a limit on the number of assets that can be entered into a 
portfolio to be optimized?
I have found that at around 60 it stops giving results.
Is this a limit on the calculation, or something due to my dataset?

Thanks

Yaakov



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