epo0.1.0 package

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

Useful links

• https://github.com/Reckziegel/epo/issues
• https://github.com/Reckziegel/epo
• https://reckziegel.github.io/epo/