PCRA

PCRA-package

A collection of functions and data sets that support teaching a quantitative finance MS level course on Portfolio Construction and Risk Analysis, and the writing of a textbook for such a course. The package is unique in providing several real-world data sets that may be used for problem assignments and student projects. The data sets include cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures data from S&amp;P Global, and several SP500 data sets.

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A collection of functions and data sets that support teaching
a quantitative finance MS level course on Portfolio Construction and Risk
Analysis, and the writing of a textbook for such a course.  The package is
unique in providing several real-world data sets that may be used for problem
assignments and student projects.  The data sets include cross-sections of
stock data from the Center for Research on Security Prices, LLC (CRSP),
corresponding factor exposures data from S&P Global, and several SP500 data
sets.

Doug Martin

Companion to Portfolio Construction and Risk Analysis

Alexios Galanos

Kirk Li

Jon Spinney

Thomas Philips

PCRA-package function

Maintainer: Doug Martin <a href="/link/martinrd3d%40gmail.com?package=PCRA&version=1.2" data-mini-rdoc="PCRA::martinrd3d@gmail.com">martinrd3d@gmail.com</a>
Authors:<ul>
<li>Kirk Li <a href="/link/cocokecoli%40gmail.com?package=PCRA&version=1.2" data-mini-rdoc="PCRA::cocokecoli@gmail.com">cocokecoli@gmail.com</a> [contributor]</li>
</ul>Other contributors:<ul>
<li>Alexios Galanos <a href="/link/alexios%404dscape.com?package=PCRA&version=1.2" data-mini-rdoc="PCRA::alexios@4dscape.com">alexios@4dscape.com</a> [contributor]</li>
<li>Jon Spinney <a href="/link/Jon.Spinney%40vestcor.org?package=PCRA&version=1.2" data-mini-rdoc="PCRA::Jon.Spinney@vestcor.org">Jon.Spinney@vestcor.org</a> [contributor]</li>
<li>Thomas Philips <a href="/link/tkpmep%40gmail.com?package=PCRA&version=1.2" data-mini-rdoc="PCRA::tkpmep@gmail.com">tkpmep@gmail.com</a> [contributor]</li>
</ul>

Author

PCRA: Companion to Portfolio Construction and Risk Analysis — PCRA-package

Maintainer: Doug Martin <a href='mailto:martinrd3d@gmail.com'>martinrd3d@gmail.com</a>
Authors:<ul>
<li>Kirk Li <a href='mailto:cocokecoli@gmail.com'>cocokecoli@gmail.com</a> [contributor]</li>
</ul>

Other contributors:<ul>
<li>Alexios Galanos <a href='mailto:alexios@4dscape.com'>alexios@4dscape.com</a> [contributor]</li>
<li>Jon Spinney <a href='mailto:Jon.Spinney@vestcor.org'>Jon.Spinney@vestcor.org</a> [contributor]</li>
<li>Thomas Philips <a href='mailto:tkpmep@gmail.com'>tkpmep@gmail.com</a> [contributor]</li>
</ul>

PCRA-package: PCRA: Companion to Portfolio Construction and Risk Analysis

Description

Arguments

Author