Greetings, does anyone know if there is an R package than can implement the
Treynor and Black (1973) method of portfolio optimization?  Essentially,
Treynor and Black (1973) show how to optimize a portfolio when there are a
small number of stocks for which an analyst forecasts positive alphas that
are combined with an investment in the market portfolio.  Thank you!

-- 
Geoffrey Smith
Visiting Assistant Professor
Department of Finance
W. P. Carey School of Business
Arizona State University

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