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Portfolio Optimisation with R 

Prithwis Mukerjee
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R programs to calculate the Efficient Frontier, Sharpe Ratio, The Tangency Portfolio and the Capital Market Line.

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5 сен 2024

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Комментарии : 8   
@sangameshks6250
@sangameshks6250 7 лет назад
informative and useful. nice :)
@chrisr4679
@chrisr4679 7 лет назад
Thank you!!!
@theblackswan5044
@theblackswan5044 5 лет назад
Please help! Everything works until i get up to this rOptPort10(LogRet,0.005) then i get this error: Error in rOptPort10(LogRet, 0.005) : could not find function "rOptPort10"
@kayvt5872
@kayvt5872 6 лет назад
Thanks for the video - appreciate this! but " matrix D in quadratic function is not positive definite!" how do I solve this error please?
@ahmedal-nasih4678
@ahmedal-nasih4678 7 лет назад
Please Brother, Regarding the Stochastic Frontier Production, Is R software also estimated Technical efficiency and allocative efficiency in the econometrics? Thanks
@myworldoftravel3009
@myworldoftravel3009 7 лет назад
ggplot is not working in R.3.4. so what else i can use?
@sangameshks6250
@sangameshks6250 7 лет назад
Ron George have you installed ggplot? if yes, can try rjava to encounter error. simply comment the error. can help you out
@nv3796
@nv3796 7 лет назад
Try ggplot2
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