require(fPortfolio)
require(tseries)
d<-SMALLCAP.RET[,c("BKE","GG","GYMB","KRON")]
d2<-as.timeSeries(d)
data<-d2[,1:3]
factors<-d2[,4]
attr(data, "factors") <- factors
tailoredFrontierPlot(portfolioFrontier(data))#Long-only Markow M



