dispositionEffect: Analysis of Disposition Effect on Financial Portfolios

Evaluate the presence of disposition effect and others irrational investor's behaviors based solely on investor's transactions and financial market data. Experimental data can also be used to perform the analysis. Four different methodologies are implemented to account for the different nature of human behaviors on financial markets. Novel analyses such as portfolio driven and time series disposition effect are also allowed.

Package details

AuthorLorenzo Mazzucchelli [aut], Marco Zanotti [aut, cre]
MaintainerMarco Zanotti <zanottimarco17@gmail.com>
LicenseMIT + file LICENSE
URL https://marcozanotti.github.io/dispositionEffect/ https://github.com/marcozanotti/dispositionEffect
Package repositoryView on CRAN
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dispositionEffect documentation built on May 30, 2022, 9:05 a.m.