Implements the Enhanced Portfolio Optimization (EPO) method as described in Pedersen, Babu and Levine (2021) <doi:10.2139/ssrn.3530390>.
Version: 0.1.0 Imports: assertthat (≥ 0.2.1), dplyr (≥ 1.1.2), rlang (≥ 1.1.1), xts (≥ 0.13.1) Suggests: testthat (≥ 3.0.0) Published: 2023-08-17 DOI: 10.32614/CRAN.package.epo Author: Bernardo Reckziegel [aut, cre, cph] Maintainer: Bernardo Reckziegel <bernardo_cse at hotmail.com> BugReports: https://github.com/Reckziegel/epo/issues License: MIT + file LICENSE URL: https://github.com/Reckziegel/epo, https://reckziegel.github.io/epo/ NeedsCompilation: no Materials: README, NEWS In views: Finance CRAN checks: epo results Documentation: Reference manual: epo.html , epo.pdf Downloads: Package source: epo_0.1.0.tar.gz Windows binaries: r-devel: epo_0.1.0.zip, r-release: epo_0.1.0.zip, r-oldrel: epo_0.1.0.zip macOS binaries: r-release (arm64): epo_0.1.0.tgz, r-oldrel (arm64): epo_0.1.0.tgz, r-release (x86_64): epo_0.1.0.tgz, r-oldrel (x86_64): epo_0.1.0.tgz Linking:Please use the canonical form https://CRAN.R-project.org/package=epo to link to this page.
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