pa: Performance Attribution for Equity Portfolios
It provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.
| Version: | 1.2-4 |
| Depends: | R (≥ 2.10) |
| Imports: | ggplot2, methods, grid |
| Published: | 2023-08-21 |
| DOI: | 10.32614/CRAN.package.pa |
| Author: | Yang Lu [aut, cre], David Kane [aut] |
| Maintainer: | Yang Lu <yang.lu2014 at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | pa results |
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