pa
From MaRDI portal
Software:108672
Performance Attribution for Equity Portfolios
Last update: 21 August 2023
Copyright license: GNU General Public License, version 2.0
Software version identifier: 1.2-2, 1.0, 1.1, 1.2-1, 1.2-3, 1.2, 1.2-4
It provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.
This page was built for software: pa