Leverage Space Portfolio Modeler


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


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


Soren Macbeth, Joshua Ulrich, and Ralph Vince

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


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? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.