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epo  

Enhanced Portfolio Optimization (EPO)
View on CRAN: Click here


Download and install epo package within the R console
Install from CRAN:
install.packages("epo")

Install from Github:
library("remotes")
install_github("cran/epo")

Install by package version:
library("remotes")
install_version("epo", "0.1.0")



Attach the package and use:
library("epo")
Maintained by
Bernardo Reckziegel
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-08-17
Latest Update: 2023-08-17
Description:
Implements the Enhanced Portfolio Optimization (EPO) method as described in Pedersen, Babu and Levine (2021) .
How to cite:
Bernardo Reckziegel (2023). epo: Enhanced Portfolio Optimization (EPO). R package version 0.1.0, https://cran.r-project.org/web/packages/epo. Accessed 05 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited epo R package
View epo citation profile
Other R packages that epo depends, imports, suggests or enhances
Complete documentation for epo
Functions, R codes and Examples using the epo R package
Some associated functions: epo . 
Some associated R codes: epo.R . globals.R . helpers.R .  Full epo package functions and examples
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