HPR: Holding Period Return

Description Usage Arguments Value Author(s) References See Also

View source: R/HPR.R

Description

Find holding period return for a set of events

Usage

1
  HPR(lsp, portfolio=FALSE)

Arguments

lsp

A lsp object.

portfolio

If TRUE, only the total portfolio HPR is returned.

Value

A vector or matrix containing the holding period returns

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

GHPR


LSPM documentation built on May 21, 2017, 3:26 a.m.

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