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.

Package details

AuthorYang Lu [aut, cre], David Kane [aut]
MaintainerYang Lu <yang.lu2014@gmail.com>
LicenseGPL-2
Version1.2-4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pa")

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pa documentation built on Aug. 21, 2023, 5:06 p.m.