Package: epo 0.1.0.9000

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>.

Authors:Bernardo Reckziegel [aut, cre, cph]

epo_0.1.0.9000.tar.gz
epo_0.1.0.9000.zip(r-4.7)epo_0.1.0.9000.zip(r-4.6)epo_0.1.0.9000.zip(r-4.5)
epo_0.1.0.9000.tgz(r-4.6-any)epo_0.1.0.9000.tgz(r-4.5-any)
epo_0.1.0.9000.tar.gz(r-4.7-any)epo_0.1.0.9000.tar.gz(r-4.6-any)
epo_0.1.0.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
epo/json (API)
NEWS

# Install 'epo' in R:
install.packages('epo', repos = c('https://reckziegel.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/reckziegel/epo/issues

Pkgdown/docs site:https://reckziegel.github.io

On CRAN:

Conda:

bayesian-optimizationblack-littermanmean-variance-optimizationprincipal-component-analysisrobust-optimization

3.95 score 18 stars 4 scripts 180 downloads 1 exports 19 dependencies

Last updated from:27d8a039c3. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE118
source / vignettesOK157
linux-release-x86_64NOTE108
macos-release-arm64NOTE103
macos-oldrel-arm64NOTE96
windows-develNOTE71
windows-releaseNOTE61
windows-oldrelNOTE110
wasm-releaseOK93

Exports:epo

Dependencies:assertthatclidplyrgenericsgluelatticelifecyclemagrittrpillarpkgconfigR6rlangtibbletidyselectutf8vctrswithrxtszoo

Readme and manuals

Help Manual

Help pageTopics
Enhanced Portfolio Optimization (EPO)epo epo.default epo.matrix epo.tbl epo.xts