Crandore Hub

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>.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling linux/jammy R-4.5 epo_0.1.0.tar.gz 15.8 KiB
0.1.0 rolling linux/noble R-4.5 epo_0.1.0.tar.gz 15.7 KiB
0.1.0 rolling source/ R- epo_0.1.0.tar.gz 6.3 KiB
0.1.0 latest linux/jammy R-4.5 epo_0.1.0.tar.gz 15.8 KiB
0.1.0 latest linux/noble R-4.5 epo_0.1.0.tar.gz 15.7 KiB
0.1.0 latest source/ R- epo_0.1.0.tar.gz 6.3 KiB
0.1.0 2026-04-26 source/ R- epo_0.1.0.tar.gz 6.3 KiB
0.1.0 2026-04-23 source/ R- epo_0.1.0.tar.gz 6.3 KiB
0.1.0 2026-04-09 windows/windows R-4.5 epo_0.1.0.zip 18.4 KiB
0.1.0 2025-04-20 source/ R- epo_0.1.0.tar.gz 6.3 KiB

Dependencies (latest)

Imports

Suggests