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DESCRIPTION
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DESCRIPTION
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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 = "[email protected]")
Maintainer: Bernardo Reckziegel <[email protected]>
Description: Implements the Enhanced Portfolio Optimization (EPO) method as
described in Pedersen, Babu and Levine (2021)
<doi:10.2139/ssrn.3530390>.
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
LazyData: true
RoxygenNote: 7.2.3
Imports:
assertthat (>= 0.2.1),
dplyr (>= 1.1.2),
rlang (>= 1.1.1),
xts (>= 0.13.1)
Roxygen: list(markdown = TRUE)
Suggests:
testthat (>= 3.0.0)
Config/testthat/edition: 3