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
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling source/ R- | epo_0.1.0.tar.gz |
6.3 KiB |
0.1.0 |
latest 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 |
Dependencies (latest)
Imports
- assertthat (>= 0.2.1)
- dplyr (>= 1.1.2)
- rlang (>= 1.1.1)
- xts (>= 0.13.1)
Suggests
- testthat (>= 3.0.0)