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.

Package details

AuthorAlex Dickerson [aut,cre], Jonathan Spohnholtz [aut,cre]
MaintainerAlex Dickerson <[email protected]>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("portsort")

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portsort documentation built on Sept. 30, 2018, 5:04 p.m.