ExpectedReturns-package: Reproduction of Investment Strategies presented in Antti...
In JustinMShea/ExpectedReturns: Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns
ExpectedReturns-package R Documentation
Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns
Description
Collection of data and functions to replicate investment strategies
discussed in Antti Ilmanen's Expected Returns, Investing Amid Low Expected
Returns, and the AQR website. Users will find examples replicating
or associated with these strategies. Additionally, the package provides general
purpose functions and apply models similarly to those described in the book.
Package Content
Index: This package was not yet installed at build time.
Maintainer
Justin M. Shea <justin.shea@gmail.com>
Author(s)
Justin M. Shea [cre, aut, cph],
Vito Lestingi [aut, cph],
Bryan Rodriguez [aut, cph],
Erol Biceroglu [aut, cph],
Brian G. Peterson [aut, cph],
Harry He [aut, cph],
Peter Carl [cph],
Jasen Mackie [ctb],
Soumya Kalra [ctb]
JustinMShea/ExpectedReturns documentation built on June 14, 2025, 4:28 p.m.
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| ExpectedReturns-package | R Documentation |
Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns
Description
Collection of data and functions to replicate investment strategies discussed in Antti Ilmanen's Expected Returns, Investing Amid Low Expected Returns, and the AQR website. Users will find examples replicating or associated with these strategies. Additionally, the package provides general purpose functions and apply models similarly to those described in the book.
Package Content
Index: This package was not yet installed at build time.
Maintainer
Justin M. Shea <justin.shea@gmail.com>
Author(s)
Justin M. Shea [cre, aut, cph], Vito Lestingi [aut, cph], Bryan Rodriguez [aut, cph], Erol Biceroglu [aut, cph], Brian G. Peterson [aut, cph], Harry He [aut, cph], Peter Carl [cph], Jasen Mackie [ctb], Soumya Kalra [ctb]
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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