[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.
---------------------------------------------------------------------------------------
Important : The information contained in this e-mail and any attachment thereof is intended only for use of the addressee and is confidential and may be privileged and/or otherwise protected from disclosure. If you are not the intended recipient, you are hereby notified that any use, copying, dissemination or any other action taken or omitted to be taken in reliance upon this information is strictly prohibited. If you have received this communication in error, please notify the sender immediately by reply and delete this message from your system. Any views expressed in this e-mail are those of the individual sender except where the e-mail states otherwise and the sender is authorized to state them to be the views of BOCI-Prudential Asset Management Limited. Unless otherwise stated, any information given in this e-mail shall not be regarded as an offer, solicitation, invitation, advice or recommendation to buy or sell any investment or securities within or outside Hong Kong SAR. Any reference to the terms of executed transactions should be treated as preliminary only and subject to our formal written confirmation.
______________________________________________________________________
This email has been scanned by the MessageLabs Email Security System.
For more information please visit http://www.messagelabs.com/email
More information about the R-SIG-Finance
mailing list