Hi,
Is there a way to perform portfolio optimization with Non-linear transaction
cost in fPortfolio or any of the other RMetrics packages, or other packages?
Thank you.

-- 
Thorsten Schmidt, CFA
150 East 18th Street Apt 4-D
New York, NY 10003
Tel (212) 254.2322
thorsten.schmidt@gmail.com

	[[alternative HTML version deleted]]

