Timeline for How to calculate the global minimum variance portfolio in R?
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 4, 2016 at 10:05 | history | edited | SRKX | CC BY-SA 3.0 |
added 25 characters in body
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| May 30, 2016 at 14:09 | vote | accept | percy | ||
| May 30, 2016 at 14:09 | comment | added | percy | It worked. Had to make some modifications in the code. | |
| May 30, 2016 at 14:08 | comment | added | Kumar | testport.r is sourcing portfolio_noshorts.r at the begining | |
| May 29, 2016 at 19:38 | comment | added | percy | That did not work. It does not appear to be a problem with the library since the code works when running this example: faculty.washington.edu/ezivot/econ424/testport.r | |
| May 29, 2016 at 18:47 | history | answered | Kumar | CC BY-SA 3.0 |