Question 1

What does the R-package 'epo' do?

Accepted Answer

Enhanced Portfolio Optimization (EPO). Implements the Enhanced Portfolio Optimization (EPO) method as described in Pedersen, Babu and Levine (2021) [doi:10.2139/ssrn.3530390](https://doi.org/10.2139%2Fssrn.3530390).

Question 2

Who maintains epo?

Accepted Answer

Bernardo Reckziegel

Question 3

Who authored epo?

Accepted Answer

Unknown

Question 4

What is the current version of epo?

Accepted Answer

The current version of the R-package '0.1.0' is 0.1.0

Question 5

When was the last release of epo?

Accepted Answer

The last release of the R-package '0.1.0' was 08/17/2023

Question 6

Where can I search for the R-package 'epo'?

Accepted Answer

You can search for the R-package 'epo' on CRAN/E at https://cran-e.com

epo

Documentation

Team

Bernardo Reckziegel

Insights

Last 30 days

Last 365 days

Binaries

Dependencies