pa-package: Brinson analysis for equity portfolios

pa-packageR Documentation

Brinson analysis for equity portfolios

Description

The pa package provides facilities for conducting performance attribution based on the Brinson model and the regression approach.

Author(s)

Yang Lu <yang.lu2014@gmail.com> David Kane <dave.kane@gmail.com>

Maintainer: Yang Lu <yang.lu2014@gmail.com>


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