[R-SIG-Finance] fPortfolio and tangency portfolio for two assets

allbert.darenberg albert.darenberg at gmail.com
Wed May 14 15:12:13 CEST 2014


Have you been able to find the reason for the cutting through problem? Have
you tried conforming your results with other Software, e.g. Matlab as
described here?
http://www.mathworks.com/help/finance/portfolio-selection-and-risk-aversion.html



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