In this study, a portfolio optimization framework was formulated that extends the classical mean–variance model by incorporating climate vulnerability and resilience indices into a new objective function which develops Decision Support System (DSS) for climate-resilient investment planning in vulnerable African economies. A calibrated dataset across eight critical sectors were used, the model was solved under baseline and climate-resilient settings. Results show that Technology and Energy were favoured by the baseline allocation, yielding resilience
S
p
= 0
.
35 and vulnerability
V
p
= 0.65. The developed model reallocated investments toward Health, Education, and Water & Sanitation, reducing vulnerability by 37% and improving resilience by 68% with minimal sacrifice in returns (
R
p
= 0.062). These findings demonstrate that climate-sensitive decision support models can achieve sustainable investment planning without compromising efficiency.