[R-SIG-Finance] computing the actual/realized efficient frontier points and extracting frontier return and covariance data points

elephann elephann at gmail.com
Wed Oct 3 19:02:39 CEST 2012

the efficient frontier data stored in "Frontier" which is a fPORTFOLIO class
with different slots,
>Frontier  # enter you can see all data
you can see the slots name via 
getslots(Frontier) # here comes
  call          data          spec   constraints     portfolio         title  
"character"   "character" 
you can get the data for return, weight,or risks with following code:
getTargetReturn(Frontier at portfolio)
getTargetRisk(Frontier at portfolio)
getWeights(Frontier at portfolio)

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