GHPR: Geometric Average Holding Period Return
In LSPM: The Leverage Space Portfolio Modeler
Description
Usage
Arguments
Value
Author(s)
References
See Also
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
LSPM documentation built on May 2, 2019, 5:54 p.m.
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Description Usage Arguments Value Author(s) References See Also
Description
Find geometric average holding period return for a set of trades
Usage
1 |
Arguments
lsp |
A |
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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