epo: Enhanced Portfolio Optimization (EPO)

Implements the Enhanced Portfolio Optimization (EPO) method as described in Pedersen, Babu and Levine (2021) <doi:10.2139/ssrn.3530390>.

Version: 0.1.0
Imports: assertthat (≥ 0.2.1), dplyr (≥ 1.1.2), rlang (≥ 1.1.1), xts (≥ 0.13.1)
Suggests: testthat (≥ 3.0.0)
Published: 2023-08-17
DOI: 10.32614/CRAN.package.epo
Author: Bernardo Reckziegel [aut, cre, cph]
Maintainer: Bernardo Reckziegel <bernardo_cse at hotmail.com>
BugReports: https://github.com/Reckziegel/epo/issues
License: MIT + file LICENSE
URL: https://github.com/Reckziegel/epo, https://reckziegel.github.io/epo/
NeedsCompilation: no
Materials: README NEWS
In views: Finance
CRAN checks: epo results


Reference manual: epo.pdf


Package source: epo_0.1.0.tar.gz
Windows binaries: r-devel: epo_0.1.0.zip, r-release: epo_0.1.0.zip, r-oldrel: epo_0.1.0.zip
macOS binaries: r-release (arm64): epo_0.1.0.tgz, r-oldrel (arm64): epo_0.1.0.tgz, r-release (x86_64): epo_0.1.0.tgz, r-oldrel (x86_64): epo_0.1.0.tgz


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