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
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epo.pdf |epo.html✨
epo/json (API)
NEWS

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

Peer review:

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

On CRAN:

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

3.70 score 10 stars 4 scripts 246 downloads 1 exports 20 dependencies

Last updated 8 months agofrom:27d8a039c3. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-winNOTEOct 31 2024
R-4.5-linuxNOTEOct 31 2024
R-4.4-winNOTEOct 31 2024
R-4.4-macNOTEOct 31 2024
R-4.3-winNOTEOct 31 2024
R-4.3-macNOTEOct 31 2024

Exports:epo

Dependencies:assertthatclidplyrfansigenericsgluelatticelifecyclemagrittrpillarpkgconfigR6rlangtibbletidyselectutf8vctrswithrxtszoo

Readme and manuals

Help Manual

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