LSPM-package: Leverage Space Portfolio Modeler

Description Details Author(s) References

Description

Functions to implement Ralph Vince's Leverage Space Portfolio Model in R.

Details

Package: LSPM
Type: Package
Version: 0.1-3
Date: 2010-11-16
License: GPL Version 3 or later
LazyLoad: yes

Author(s)

Soren Macbeth, Joshua Ulrich, and Ralph Vince

Maintainer: Joshua Ulrich <josh.m.ulrich@gmail.com>

References

Vince, Ralph (2007) The Handbook of Portfolio Mathematics. New York: John Wiley & Sons, Inc.
Vince, Ralph (2009) The Leverage Space Trading Model. New York: John Wiley & Sons, Inc.


joshuaulrich/LSPM documentation built on May 19, 2019, 8:54 p.m.