logopt-package: Universal log-optimal portfolios.

Description Details Author(s)

Description

The package contains implementations in R for some universal portfolio strategies.

Details

Package: logopt
Type: Package
Version: 0.0-0
Date: 2010-10-23
License: GPL-3
LazyLoad: yes

The package contains series of related functions, based on published algorithms

Author(s)

Marc Delvaux <[email protected]>

Maintainer: Marc Delvaux <[email protected]>


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