attrib | Hypothetical Portfolio Data with Returns, Weights, Hierarchy,... |
Attribution | performs sector-based single-level attribution |
AttributionFixedIncome | fixed income attribution |
Attribution.geometric | performs sector-based geometric attribution |
Attribution.levels | provides multi-level sector-based geometric attribution |
Carino | calculates total attribution effects using logarithmic... |
Conv.option | convert information about options, warrants or convertible... |
DaviesLaker | calculates total attribution effects using Davies and Laker... |
Frongello | calculates total attribution effects using Frongello... |
Grap | calculates total attribution effects using GRAP smoothing |
HierarchyQuintiles | replaces numeric values in the hierarchy by quintiles |
Menchero | calculates total attribution effects using Menchero smoothing |
Return.level | aggregates portfolio returns up to the chosen level from the... |
Weight.level | aggregates portfolio weights up to the chosen level from the... |
Weight.transform | transforms weights for the attribution functions |
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