PortfolioOptim

Small/Large Sample Portfolio Optimization

CRAN Package

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.


Documentation


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Insights

Last 30 days

This package has been downloaded 211 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 9 times.

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0 downloadsMar 2, 2025
9 downloadsMar 3, 2025
12 downloadsMar 4, 2025
7 downloadsMar 5, 2025
6 downloadsMar 6, 2025
3 downloadsMar 7, 2025
4 downloadsMar 8, 2025
1 downloadsMar 9, 2025
7 downloadsMar 10, 2025
7 downloadsMar 11, 2025
7 downloadsMar 12, 2025
4 downloadsMar 13, 2025
4 downloadsMar 14, 2025
7 downloadsMar 15, 2025
5 downloadsMar 16, 2025
4 downloadsMar 17, 2025
12 downloadsMar 18, 2025
7 downloadsMar 19, 2025
11 downloadsMar 20, 2025
18 downloadsMar 21, 2025
9 downloadsMar 22, 2025
7 downloadsMar 23, 2025
13 downloadsMar 24, 2025
6 downloadsMar 25, 2025
2 downloadsMar 26, 2025
7 downloadsMar 27, 2025
13 downloadsMar 28, 2025
2 downloadsMar 29, 2025
4 downloadsMar 30, 2025
4 downloadsMar 31, 2025
9 downloadsApr 1, 2025
0 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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18

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

Last 365 days

This package has been downloaded 2,652 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. 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.

Data provided by CRAN


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Dependencies

  • Imports1 package
  • Suggests3 packages