library(fPortfolio)
begdate<-as.Date("1978-01-01")
enddate<-as.Date("2009-12-01")
source("http://canisius.edu/~yany/R/yahooMonthlyRetTickerAsRet.R")
stock1<-yahooMonthlyRetTickerAsRet("IBM") # 1st stock
stock2<-yahooMonthlyRetTickerAsRet("DELL") # 2nd stock
sp500 <-yahooMonthlyRetTickerAsRet("^GSPC") # market index
d<-merge(stock1,stock2)
d2<-subset(d,d[,1]>=begdate & d[,1]<=enddate)
d3<-as.timeSeries(merge(d2,sp500))
data<-d3[,1:2]
factors<-d3[,3]
attr(data, "factors") <- factors
tailoredFrontierPlot(portfolioFrontier(data))#Long-only Markow M