Plot efficient frontier and actual optimal portfolio
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Hi, i already have a Portfolio, i used geometric mean and CVaR to optimize. So now i have my optimal weights, but how do i plot an efficient frontier and my actual portfolio? I tried with PortfolioCVaR and plotFrontier, but i think the allocation is random and i can't use my portfolio, is that right? Can you help me? Thanks
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riccardo manfredi
el 19 de Feb. de 2020
0 votos
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