Hi Mukesh, Glad to see someone using BLCOP.
You didn't provide a reproducible example so I assume you got a result list complete from optimalPortfolios.fPort() and wanted to obtain details of all the 10 simulations. Short answer to your question: the function only renders the optimal value which is the mean of simulations. It is a wrapper of efficientPortfolio functions(minriskPortfolio in your example) from package fPortfolio. I believe looking deep at the source of optimalPortfolios.fPort, structure of result and slot details would help. Best regards, Ava -----Original Message----- From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of mukesh surywanshi Sent: 03 March 2015 06:34 To: r-help@r-project.org Subject: [R] Frontier efficient using black litterman model In R Hi I'm working on getting frontier efficient plot using Black Litterman model. I have used Blcop package and its function optimalPortfolio.optim() using this i have got optimal risk and return with weights If i want to get 10 portfolio risk and return with corresponding weights,,, how to do it>? can anyone help me.... my code goes like this posterior <- posteriorEst(views, tau = 0.025, meanret, covar) cons <- c("minW[1:numtk] = rep(0, times = numtk)", "maxW[1:numtk] = rep(0.50, times = numtk)","minsumW[1:numtk] = 0","maxsumW[1:numtk] = 1") #"listF = list(lowerExtension, upperExtension)") res1<-optimalPortfolios.fPort(posterior, spec=portfolioSpec(),constraints=cons,optimizer = "minriskPortfolio",numSimulations = 10) Thanks MUKESH [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- LEGAL NOTICE\ \ This message is intended for the use of ...{{dropped:18}} ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
