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How to determine the efficient frontier portfolios using the Black-Litterman model?
jaosma
·
Sep 26, 2011
·
r-help
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...
How to determine the efficient frontier portfolios using the Black-Litterman model?
jaosma
·
Sep 26, 2011
·
r-sig-finance
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...
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