Package: epo
Type: Package
Title: Enhanced Portfolio Optimization (EPO)
Version: 0.1.0
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 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
RoxygenNote: 7.2.3
Imports: assertthat (>= 0.2.1), dplyr (>= 1.1.2), rlang (>= 1.1.1), xts
        (>= 0.13.1)
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2023-08-17 12:21:49 UTC; USUARIO
Author: Bernardo Reckziegel [aut, cre, cph]
Repository: CRAN
Date/Publication: 2023-08-17 15:22:46 UTC
Built: R 4.6.0; ; 2026-04-29 02:20:35 UTC; unix
