Designed to aid both academic researchers and asset managers in conducting factor based portfolio sorts. Provides functionality to sort assets into portfolios for up to three factors via a conditional or unconditional sorting procedure.
It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.
0.1.0 by Alex Dickerson, 8 years ago
Browse source code at https://github.com/cran/portsort
Authors: Alex Dickerson [aut,cre] , Jonathan Spohnholtz [aut,cre]
Documentation: PDF Manual
GPL (>= 2) license
Imports stats
Depends on xts, zoo
Suggests PortfolioAnalytics, PerformanceAnalytics, knitr
See at CRAN