Performance Attribution for Equity Portfolios

A package that 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.packages("pa")

1.2-1 by Yang Lu, 4 years ago


Browse source code at https://github.com/cran/pa


Authors: Yang Lu [aut, cre], David Kane [aut]


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL-2 license


Imports ggplot2, methods

Depends on grid


See at CRAN