pa: Performance Attribution for Equity Portfolios

A package that 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 <[email protected]>
Package repositoryView on CRAN
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pa documentation built on May 29, 2017, 11:44 a.m.