LSPM

I have received several requests for additional LSPM documentation over the past couple days and a couple months ago I promised an introduction to LSPM. In this long-overdue post, I will show how to optimize a Leverage Space Portfolio with the LSPM package. Please use the comments to let me know what you would like to see next. Some copious notes before we get to the code: These examples are based on revision 26 31 from r-forge and will not work under earlier revisions (and may not work with later revisions).