有没有办法在PortfolioAnalytics包中创建有效的边界,而无需指定资产回报的xts对象？相反,我想提供预期收益的向量和协方差矩阵.
finance portfolio r quantitative-finance r-portfolioanalytics
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portfolio ×1
quantitative-finance ×1
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r-portfolioanalytics ×1