Message-ID: <20725348.post@talk.nabble.com>
Date: 2008-11-27T20:43:53Z
From: patzoul
Subject: fPortfolio target risk optimization?
In-Reply-To: <19811401A1D8174CB3EAD7F6072E9B5001C11F0B@chsa1025.share.beluni.net>
The function "maxreturnPortfolio" is in fPortfolio v280.74.
Enrique Bengoechea wrote:
>
> Many thanks Hugh and Thomas for your answers. I realize that return
> maximization is a harder numerical problem than risk minimization, so my
> thought was doing something along the lines of Thomas' search suggestion.
> Just wondered if that was not already programmed into the package. Your
> answers were very useful.
>
> patzoul, I cannot find function "maxreturnPortfolio" in fPortfolio
> v260.72, where have you seen it? A more recent version of fPortfolio?
>
> Best,
>
> Enrique
>
> [[alternative HTML version deleted]]
>
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