LSPM-package: Leverage Space Portfolio Modeler

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 <[email protected]>


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.

LSPM documentation built on May 31, 2017, 4:15 a.m.