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PortfolioOptim

Small/Large Sample Portfolio Optimization

v1.1.1 · Feb 7, 2019 · GNU General Public License version 3

Description

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.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

'LazyData' is specified without a 'data' directory

Dependency Network

Dependencies Reverse dependencies Rsymphony PortfolioOptim

Version History

3 tracked
new 1.1.1 Mar 10, 2026
updated 1.1.1 ← 1.0.3 diff Feb 6, 2019
new 1.0.3 Apr 19, 2017