Package: PortfolioOptim
Title: Small/Large Sample Portfolio Optimization
Version: 1.1.1
Authors@R: c(
          person("Andrzej", "Palczewski", email = "A.Palczewski@mimuw.edu.pl", role = c("aut", "cre")),
          person("Aleksandra","Dabrowska",email = "oll.dabrowska@gmail.com", role=c("ctb")))          
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.
Depends: R (>= 3.3.0)
License: GNU General Public License version 3
Encoding: UTF-8
Author: Andrzej Palczewski [aut, cre], Aleksandra Dabrowska [ctb]
Maintainer: Andrzej Palczewski <A.Palczewski@mimuw.edu.pl>
Imports: Rsymphony
RoxygenNote: 6.1.1
Suggests: mvtnorm, Rglpk, testthat
NeedsCompilation: no
Packaged: 2026-10-06 12:03:05 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2019-02-07 11:53:25 UTC
RemoteUrl: https://github.com/cran/PortfolioOptim
RemoteRef: HEAD
RemoteSha: cea7d0899e2aecac33c62be4efbd72c749e4ebaf