[R-SIG-Finance] error message from portfolioFrontier function

thomas.chan.sf at boci-pru.com.hk thomas.chan.sf at boci-pru.com.hk
Fri Dec 24 09:16:13 CET 2010


Hello,

I have tried to use the function portfolioFrontier a few times and always
get this error message:

Execution stopped:
  The minimum risk portfolio could not be computed.
Possible Reason:
  Your portfolio constraints may be too restrictive.
Status Information:
  status=1 from solver solveRquadprog.
Error:
  returned from Rmetrics

Could anyone give me a hint? Thanks.

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