[R-SIG-Finance] Help with fPortfolio

[Yohan Chalabi]

>>>> "AB" == Abhijit Bera <abhibera at gmail.com>
>>>> on Wed, 11 Nov 2009 15:34:50 +0500

Hi Abhijit,

Please note that cross-posting is considered to be impolite.

   AB> I'm getting the following errors while using the
   AB> efficientPortfolio function
   AB> even though I'm setting the target return to the mean of the
   AB> TargetReturn I
   AB> obtain from the portfolio object created by the
   AB> feasiblePortfolio function.
   AB>
   AB> First Error:
   AB> Error: targetReturn >= min(mu) is not TRUE

As stated by the error message, the target return should be larger
or equal to the minimum return of your time series.

   AB>
   AB> Second Error:
   AB> Error in .rquadprog(Dmat = args, dvec = args, Amat = args, :
   AB>
   AB> NA/NaN/Inf in foreign function call (arg 8)

HTH,
Yohan

-- 
PhD candidate
Swiss Federal Institute of Technology
Zurich

www.ethz.ch