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 <yang.lu2014@gmail.com>
LicenseGPL-2
Version1.2-1
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 May 1, 2019, 8:47 p.m.