pa (version 1.2-4)

Performance Attribution for Equity Portfolios

Description

It provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.

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Install

install.packages('pa')

Monthly Downloads

366

Version

1.2-4

License

GPL-2

Maintainer

Last Published

August 21st, 2023

Functions in pa (1.2-4)