[R-SIG-Finance] chart.EfficientFrontier in PortfolioAnalytics Package

Enrico Schumann e@ @end|ng |rom enr|co@chum@nn@net
Sat Feb 12 19:39:19 CET 2022


On Sat, 12 Feb 2022, Pankaj K Agarwal via R-SIG-Finance writes:

> 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/
> 	[[alternative HTML version deleted]]
>

You will have a better chance of receiving an answer
if you provide a small reproducible example.
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-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net



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