CRAN/E | epo

epo

Enhanced Portfolio Optimization (EPO)

Installation

About

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

github.com/Reckziegel/epo
reckziegel.github.io/epo/
Bug report File report

Key Metrics

Version 0.1.0
Published 2023-08-17 258 days ago
Needs compilation? no
License MIT
License File
CRAN checks epo results

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Maintainer

Maintainer

Bernardo Reckziegel

bernardo_cse@hotmail.com

Authors

Bernardo Reckziegel

aut / cre / cph

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Imports

assertthat ≥ 0.2.1
dplyr ≥ 1.1.2
rlang ≥ 1.1.1
xts ≥ 0.13.1

Suggests

testthat ≥ 3.0.0