logopt-package: Universal log-optimal portfolios.

Description Details Author(s)


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


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


Marc Delvaux <mdelvaux@gmail.com>

Maintainer: Marc Delvaux <mdelvaux@gmail.com>

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

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