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portfolio.optim
sixstringaddict
·
Sep 24, 2011
·
r-sig-finance
I am using the portfolio.optim function to find the portfolio weights and risk using three covariance estimates. I'm using the following function: portfolio.optim(rr,target,covmat=cov(rr),riskless=T,rf=.001,shorts=T) Now I need...
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