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 + fileLICENSE |
| 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.html ,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 |
Please use the canonical formhttps://CRAN.R-project.org/package=epoto link to this page.