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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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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.