PortfolioOptim

Two functions for financial portfolio optimization by linear programming are provided. One function implements Benders decomposition algorithm and can be used for very large data sets. The other, applicable for moderate sample sizes, finds optimal portfolio which has the smallest distance to a given benchmark portfolio.

Last 30 days

This package has been downloaded 205 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 3 times.

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Last 365 days

This package has been downloaded 2,629 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Jan 30, 2025 with 36 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.