logopt: Log optimal (universal) portfolios
Version 0.0-5

Implement universal portfolio strategies targeting log-optimal growth

Package details

AuthorMarc Delvaux
MaintainerMarc Delvaux <[email protected]>
URL http://r-forge.r-project.org/projects/logopt
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("logopt", repos="http://R-Forge.R-project.org")

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logopt documentation built on May 31, 2017, 4:01 a.m.