brinson: brinson

brinsonR Documentation

brinson

Description

performs a Brinson attribution

Usage

brinson(x, y, n, w)

Arguments

x

= a numeric vector (benchmark weights)

y

= a numeric vector (active weights)

n

= a numeric vector (returns)

w

= a numeric vector (groups)


vsrimurthy/EPFR documentation built on July 16, 2024, 9:58 p.m.