PCRA-package: PCRA: Companion to Portfolio Construction and Risk Analysis
In PCRA: Companion to Portfolio Construction and Risk Analysis
PCRA-package R Documentation
PCRA: Companion to Portfolio Construction and Risk Analysis
Description
A collection of functions and data sets that support teaching a quantitative finance MS level course on Portfolio Construction and Risk Analysis, and the writing of a textbook for such a course. The package is unique in providing several real-world data sets that may be used for problem assignments and student projects. The data sets include cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures data from S&P Global, and several SP500 data sets.
Author(s)
Maintainer: Doug Martin martinrd3d@gmail.com
Authors:
Kirk Li cocokecoli@gmail.com [contributor]
Other contributors:
Alexios Galanos alexios@4dscape.com [contributor]
Jon Spinney Jon.Spinney@vestcor.org [contributor]
Thomas Philips tkpmep@gmail.com [contributor]
PCRA documentation built on Aug. 30, 2023, 9:09 a.m.
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| PCRA-package | R Documentation |
PCRA: Companion to Portfolio Construction and Risk Analysis
Description
A collection of functions and data sets that support teaching a quantitative finance MS level course on Portfolio Construction and Risk Analysis, and the writing of a textbook for such a course. The package is unique in providing several real-world data sets that may be used for problem assignments and student projects. The data sets include cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures data from S&P Global, and several SP500 data sets.
Author(s)
Maintainer: Doug Martin martinrd3d@gmail.com
Authors:
Kirk Li cocokecoli@gmail.com [contributor]
Other contributors:
Alexios Galanos alexios@4dscape.com [contributor]
Jon Spinney Jon.Spinney@vestcor.org [contributor]
Thomas Philips tkpmep@gmail.com [contributor]
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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