The Leverage Space Portfolio Modeler


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Documentation for package ‘LSPM’ version 0.1-3

Help Pages

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