longSpec <- portfolioSpec()
setType(longSpec) <- 'MV'
setAlpha(longSpec) <- 0.05
setRiskFreeRate(longSpec)<-Rf
setNFrontierPoints(longSpec) <- 5
setSolver(longSpec) <- 'solveRquadprog'
#setSolver(longSpec) <- 'solveRglpk'
longFrontier <- portfolioFrontier(data=as.timeSeries(stock_return_select_daily[,-1]), spec=longSpec, constraints='LongOnly')
tailoredFrontierPlot(object=longFrontier, mText=text, risk='CVaR')
print(longFrontier)

setNFrontierPoints(longSpec) <- 25
longFrontier <- portfolioFrontier(data=as.timeSeries(stock_return_select_daily[,-1]), spec=longSpec, constraints='LongOnly')
win.graph()
text <- 'mean-CVaR portfolio long only constraints'
tailoredFrontierPlot(object=longFrontier, mText=text, risk='CVaR')

画出的投资组合有效前沿与CML切线如下图所示，并不是切点？求问哪里出现了错误？谢谢！