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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>.
Getting started
Browse package contents
Package details |
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| Author | Bernardo Reckziegel [aut, cre, cph] |
| Maintainer | Bernardo Reckziegel <bernardo_cse@hotmail.com> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| URL | https://github.com/Reckziegel/epo https://reckziegel.github.io/epo/ |
| Package repository | View on CRAN |
| Installation |
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