pa: Performance Attribution for Equity Portfolios
It provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.
Version: |
1.2-4 |
Depends: |
R (≥ 2.10) |
Imports: |
ggplot2, methods, grid |
Published: |
2023-08-21 |
DOI: |
10.32614/CRAN.package.pa |
Author: |
Yang Lu [aut, cre],
David Kane [aut] |
Maintainer: |
Yang Lu <yang.lu2014 at gmail.com> |
License: |
GPL-2 |
NeedsCompilation: |
no |
In views: |
Finance |
CRAN checks: |
pa results |
Documentation:
Downloads:
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