Functions for estimating equity risk using Barra risk models Data is housed within VIMC QIAR team's Data mart QIAR_DB and currently covers CAE5 (long and short) and GEMLT (long and short)
|Author||VIMC Quant Team|
|Maintainer||VIMC Quant Team <[email protected]>|
|License||GNU General Public License version 3|
|Package repository||View on GitHub|
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