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.
|Author||Alex Dickerson [aut,cre], Jonathan Spohnholtz [aut,cre]|
|Maintainer||Alex Dickerson <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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