LSPM-package | Leverage Space Portfolio Modeler |
GHPR | Geometric Average Holding Period Return |
HPR | Holding Period Return |
jointProbTable | Joint Probability Table |
lsp | Create a Leverage Space Portfolio Object |
LSPM | Leverage Space Portfolio Modeler |
maxDrawdown | Maximum Drawdown |
maxProbProfit | Maximize the Probability of Profit |
optimalf | Optimal f |
port | Sample lsp portfolio data |
probDrawdown | Risk Probability Functions |
probProfit | Probability of Profit |
probRuin | Risk Probability Functions |
riskFunctions | Risk Probability Functions |