Description Details Author(s) References
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.
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