[R-SIG-Finance] chart.EfficientFrontier in PortfolioAnalytics Package
Pankaj K Agarwal
p@nk@j@b| @end|ng |rom y@hoo@com
Sat Feb 12 17:58:54 CET 2022
Dear AllWhen an efficient frontier is plotted using chart.EfficientFrontier, the frontier shows a blue dot labelled as Optimal which is different from tangency portfolio at some given value of rf.
To my understanding, the tangency portfolio should be THE Optimal portfolio. Can someone help what i may be missing here? Thanks in advance.
Regards,Pankaj K Agarwal
+91-98397-11444http://in.linkedin.com/in/pankajkagarwal/
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