Package: epo
Type: Package
Title: Enhanced Portfolio Optimization (EPO)
Version: 0.1.0.9000
Authors@R: 
    person(given = "Bernardo",
           family = "Reckziegel",
           role = c("aut", "cre", "cph"),
           email = "bernardo_cse@hotmail.com")
Maintainer: Bernardo Reckziegel <bernardo_cse@hotmail.com>
Description: Implements the Enhanced Portfolio Optimization (EPO)
        method of Pedersen, Babu and Levine (2021)
        <doi:10.1080/0015198X.2020.1854543>. EPO stabilizes
        mean-variance optimization by shrinking correlations toward
        zero, which addresses estimation error in both the risk model
        and expected returns. Both the "Simple EPO" and the "Anchored
        EPO" (an anchor/benchmark-aware, Black-Litterman-like
        extension) are provided.
License: MIT + file LICENSE
URL: https://github.com/Reckziegel/epo,
        https://reckziegel.github.io/epo/
BugReports: https://github.com/Reckziegel/epo/issues
Encoding: UTF-8
Imports: assertthat (>= 0.2.1), dplyr (>= 1.2.1), rlang (>= 1.3.0)
Roxygen: list(markdown = TRUE)
Suggests: testthat (>= 3.3.2), xts (>= 0.14.2)
Config/testthat/edition: 3
Config/roxygen2/version: 8.0.0
Repository: https://reckziegel.r-universe.dev
Date/Publication: 2026-07-31 16:10:27 UTC
RemoteUrl: https://github.com/reckziegel/epo
RemoteRef: HEAD
RemoteSha: 3ef7d092e398f9273d02b81f108871e2da7d7071
NeedsCompilation: no
Packaged: 2026-09-27 11:45:38 UTC; root
Author: Bernardo Reckziegel [aut, cre, cph]