epo (Q5982980)
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Enhanced Portfolio Optimization (EPO)
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | epo |
Enhanced Portfolio Optimization (EPO) |
Statements
Implements the Enhanced Portfolio Optimization (EPO) method as described in Pedersen, Babu and Levine (2021) <doi:10.2139/ssrn.3530390>.
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17 August 2023
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