Other packages > Find by keyword >

portfolio.optimization  

Contemporary Portfolio Optimization
View on CRAN: Click here


Download and install portfolio.optimization package within the R console
Install from CRAN:
install.packages("portfolio.optimization")

Install from Github:
library("remotes")
install_github("cran/portfolio.optimization")

Install by package version:
library("remotes")
install_version("portfolio.optimization", "1.0-0")



Attach the package and use:
library("portfolio.optimization")
Maintained by
Ronald Hochreiter
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-08-24
Latest Update: 2018-08-24
Description:
Simplify your portfolio optimization process by applying a contemporary modeling way to model and solve your portfolio problems. While most approaches and packages are rather complicated this one tries to simplify things and is agnostic regarding risk measures as well as optimization solvers. Some of the methods implemented are described by Konno and Yamazaki (1991) , Rockafellar and Uryasev (2001) and Markowitz (1952) .
How to cite:
Ronald Hochreiter (2018). portfolio.optimization: Contemporary Portfolio Optimization. R package version 1.0-0, https://cran.r-project.org/web/packages/portfolio.optimization. Accessed 28 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:43), 1.0-0 (2018-08-24 18:10)
Other packages that cited portfolio.optimization R package
View portfolio.optimization citation profile
Other R packages that portfolio.optimization depends, imports, suggests or enhances
Complete documentation for portfolio.optimization
Functions, R codes and Examples using the portfolio.optimization R package
Some associated functions: active.extension . alpha . aux_portfolio.default . aux_risk.alias . aux_simulate.scenarios . linear.constraint.eq . linear.constraint.iq . long.only . lower.bound . momentum . objective . optimal.portfolio.1overN . optimal.portfolio.expected.shortfall.long.short . optimal.portfolio.expected.shortfall . optimal.portfolio.mad.long.short . optimal.portfolio.mad . optimal.portfolio.markowitz . optimal.portfolio.momentum . optimal.portfolio . optimal.portfolio.reward . po.tutorial . portfolio.loss . portfolio.model . portfolio.optimization-package . portfolio.weights . print.portfolio.model . sp100w17 . sp100w17av . sp100w17av30s . upper.bound . 
Some associated R codes: active.extension.R . alpha.R . aux_portfolio.default.R . aux_risk.alias.R . aux_simulate.scenarios.R . datasets.R . linear.constraint.eq.R . linear.constraint.iq.R . long.only.R . lower.bound.R . momentum.R . objective.R . optimal.portfolio.1overN.R . optimal.portfolio.R . optimal.portfolio.expected.shortfall.R . optimal.portfolio.expected.shortfall.long.short.R . optimal.portfolio.mad.R . optimal.portfolio.mad.long.short.R . optimal.portfolio.markowitz.R . optimal.portfolio.momentum.R . optimal.portfolio.reward.R . po.tutorial.R . portfolio.loss.R . portfolio.model.R . portfolio.optimization.R . portfolio.weights.R . print.portfolio.model.R . upper.bound.R .  Full portfolio.optimization package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
msamp  
Estimate Sample Size to Detect Bacterial Contamination in a Product Lot
Estimates the sample size needed to detect microbial contamination in a lot with a user-specified d ...
Download / Learn more Package Citations See dependency  
NPHazardRate  
Nonparametric Hazard Rate Estimation
Provides functions and examples for histogram, kernel (classical, variable bandwidth and transformat ...
Download / Learn more Package Citations See dependency  
ncdf4  
Interface to Unidata netCDF (Version 4 or Earlier) Format Data Files
Provides a high-level R interface to data files written using Unidata's netCDF library (version 4 or ...
Download / Learn more Package Citations See dependency  
cats  
Cohort Platform Trial Simulation
Cohort plAtform Trial Simulation whereby every cohort consists of two arms, control and experimenta ...
Download / Learn more Package Citations See dependency  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,219

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA