[R-SIG-Finance] SPS and QLPM portfolios

ssmith88 at umd.edu ssmith88 at umd.edu
Tue Jun 16 08:59:57 CEST 2009

Does anyone have any sample code on how to implement an optimization with SPS or QLPM portfolios?  Is there a way to specify all 5 parameters for the SPS risk measure?  Thanks very much.

Scott Smith

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