epo

MaRDI QIDQ5982980CRANFDO

Authors Bernardo Reckziegel

Last update 17 August 2023

Copyright license MIT license, File License

Software version identifier 0.1.0

Description

Implements the Enhanced Portfolio Optimization (EPO) method as described in Pedersen, Babu and Levine (2021) <doi:10.2139/ssrn.3530390>.

Cites work

• Enhanced Portfolio Optimization

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