ExpectedReturns-package: Reproduction of Investment Strategies presented in Antti...

ExpectedReturns-packageR 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

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Maintainer

NA

Author(s)

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JustinMShea/ExpectedReturns documentation built on Sept. 9, 2023, 9:41 p.m.