Geometric Average Holding Period Return

Description

Find geometric average holding period return for a set of trades

Usage

1

Arguments

lsp

A lsp object.

Value

The geometric average holding period return

Author(s)

Joshua Ulrich

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.

See Also

HPR