Leverage Space Portfolio Modeler

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Description

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

Details

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

Author(s)

Soren Macbeth, Joshua Ulrich, and Ralph Vince

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

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.