Forum: help


PortfolioAnalytics [ Reply ] By: John Smith on 2016-09-09 15:31 | [forum:45140] |
In order to create an efficient frontier using create.EfficientFrontier, where do I specify the covariance matrix? I see that you can add risk objectives, but I don't see where you specify the covar matrix for your universe. Please advise. Thank you for your help. |