Hi
I'm getting the following errors while using the efficientPortfolio function
even though I'm setting the target return to the mean of the TargetReturn I
obtain from the portfolio object created by the feasiblePortfolio function.
First Error:
Error: targetReturn >= min(mu) is not TRUE
Second Error:
Error in .rquadprog(Dmat = args$Dmat, dvec = args$dvec, Amat = args$Amat, :
NA/NaN/Inf in foreign function call (arg 8)
I'm using a timeSeries created from daily stock prices of selected stocks on
the Bombay Sensex. My timeSeries is of the following format
date stock1 stock2 stock3
I don't understand why I'm getting these errors. I tried the same functions
using the SWX.RET and LPPDATA2005.RET time series and I got results.
Regards
Abhijit Bera
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