PCRA (Q71464): Difference between revisions
From MaRDI portal
Removed claim: imports (P585): PerformanceAnalytics (Q21974) |
Added link to MaRDI item. |
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| Property / last update: 2 May 2023 / rank | |||||||||||||||
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| Property / imports: RobStatTM / rank | |||||||||||||||
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| Property / imports: robustbase / rank | |||||||||||||||
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publication date: 30 August 2023
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30 August 2023
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| Property / last update: 30 August 2023 / rank | |||||||||||||||
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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. | |||||||||||||||
| Property / description: 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. / rank | |||||||||||||||
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| Property / author: Doug Martin / rank | |||||||||||||||
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| Property / author: Kirk Li / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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| Property / imports: PerformanceAnalytics / rank | |||||||||||||||
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| Property / imports: PortfolioAnalytics / rank | |||||||||||||||
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| Property / imports: RobStatTM / rank | |||||||||||||||
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| Property / depends on software: R / qualifier | |||||||||||||||
software version identifier: ≥ 4.0.0 | |||||||||||||||
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| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 18:56, 12 March 2024
Companion to Portfolio Construction and Risk Analysis
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PCRA |
Companion to Portfolio Construction and Risk Analysis |
Statements
30 August 2023
0 references
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.
0 references
