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portsort: Factor-Based Portfolio Sorts
Designed to aid both academic researchers and asset managers in conducting factor based portfolio sorts. Provides functionality to sort assets into portfolios for up to three factors via a conditional or unconditional sorting procedure.
Getting started
Browse package contents
Package details |
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| Author | Alex Dickerson [aut,cre], Jonathan Spohnholtz [aut,cre] |
| Maintainer | Alex Dickerson <a.dickerson@warwick.ac.uk> |
| License | GPL (>= 2) |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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