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pa (Q108672)

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Performance Attribution for Equity Portfolios
Language Label Description Also known as
English
pa
Performance Attribution for Equity Portfolios

    Statements

    instance of
    R package
    0 references
    software version identifier
    1.2-2
    publication date
    14 May 2022
    0 references
    1.0
    publication date
    30 June 2012
    0 references
    1.1
    publication date
    6 November 2012
    0 references
    1.2-1
    publication date
    21 December 2013
    0 references
    1.2-3
    publication date
    5 July 2023
    0 references
    1.2
    publication date
    29 January 2013
    0 references
    1.2-4
    publication date
    21 August 2023
    0 references
    maintained by
    Yang Lu
    0 references
    programmed in
    R
    0 references
    last update
    21 August 2023
    0 references
    description
    It provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.
    0 references
    author
    Yang Lu
    0 references
    David Kane
    0 references
    imports
    ggplot2
    0 references
    methods
    0 references
    grid
    0 references

    Identifiers

    CRAN project
    pa
    0 references
     
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