Find holding period return for a set of events

1 |

`lsp` |
A |

`portfolio` |
If |

A vector or matrix containing the holding period returns

Joshua Ulrich

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.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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