Universal log-optimal portfolios.

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 <mdelvaux@gmail.com>

Maintainer: Marc Delvaux <mdelvaux@gmail.com>