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Linear factor model fitting for asset returns (three major types time series, fundamental and statistical factor models); related risk (volatility, VaR and ES) and performance attribution (factorcontributed vs idiosyncratic returns); tabular displays of risk and performance reports; factor model Monte Carlo, single and multiple imputation methods for simulating returns and backfilling unequal histories.
Package details 


Author  Eric Zivot, Sangeetha Srinivasan and YiAn Chen 
Date of publication  20160805 15:21:42 
Maintainer  Sangeetha Srinivasan <sangee@uw.edu> 
License  GPL2 
Version  2.0.36 
URL  http://rforge.rproject.org/projects/returnanalytics/ 
Package repository  View on RForge 
Installation 
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