Create a Leverage Space Portfolio Object
Description
Leverage Space Portfolio object constructor
Usage
1 
Arguments
events 
A matrixlike object containing event series (scenario spectrums). 
probs 
A vector of probabilities associated with each
outcome for all scenario spectrums. If 
f 
A vector of f values for each scenario spectrum. If

maxLoss 
A vector of maximum losses for each scenario
spectrum. If 
z 
A vector of (2) martingale exponents and (1) target return value. The first (second) exponent is used when portfolio equity is below (above) the target value. 
Value
An S3 object of class lsp
.
Author(s)
Joshua Ulrich