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
LazyData: true
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: 2019-02-07 12:30:03 UTC; apalczew
Repository: CRAN
Date/Publication: 2019-02-07 12:53:25 UTC