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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.
Package details 


Author  Andrzej Palczewski [aut, cre], Aleksandra Dabrowska [ctb] 
Maintainer  Andrzej Palczewski <[email protected]> 
License  GNU General Public License version 3 
Version  1.1.1 
Package repository  View on CRAN 
Installation 
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