How to determine the efficient frontier portfolios using the Black-Litterman model?
I'm trying to find 50 portfolios on the efficient frontier using the Black-Litterman model but have not found a suitable method for doing so. I tried using the "portfoliosFrontier" function given in the package fPortfolio using the "optimalPortfolios.fPort" function on package "BLCOP" but does not provide satisfactory results -- View this message in context: http://r.789695.n4.nabble.com/How-to-determine-the-efficient-frontier-portfolios-using-the-Black-Litterman-model-tp3844177p3844177.html Sent from the Rmetrics mailing list archive at Nabble.com.