PCRA (Q71464): Difference between revisions

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@@ Property / programmed in @@
-R
@@ Property / programmed in: R / rank @@
-Normal rank
@@ Property / last update @@
-May 2023Timestamp +2023-05-02T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-05-02T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 2 May 2023 / rank @@
-Normal rank
@@ Property / author @@
-Doug Martin
@@ Property / author: Doug Martin / rank @@
-Normal rank
@@ Property / author @@
-Kirk Li
@@ Property / author: Kirk Li / rank @@
-Normal rank
@@ Property / copyright license @@
-GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
-Normal rank
@@ Property / depends on software @@
-R
@@ Property / depends on software: R / rank @@
-Normal rank
@@ Property / depends on software: R / qualifier @@
-software version identifier: ≥ 4.0.0
@@ Property / imports @@
-PerformanceAnalytics
@@ Property / imports: PerformanceAnalytics / rank @@
-Normal rank
@@ Property / imports @@
-PortfolioAnalytics
@@ Property / imports: PortfolioAnalytics / rank @@
-Normal rank
@@ Property / imports @@
-boot
@@ Property / imports: boot / rank @@
-Normal rank
@@ Property / imports @@
-methods
@@ Property / imports: methods / rank @@
-Normal rank
@@ Property / imports @@
-xts
@@ Property / imports: xts / rank @@
-Normal rank
@@ Property / imports @@
-zoo
@@ Property / imports: zoo / rank @@
-Normal rank
@@ Property / imports @@
-lattice
@@ Property / imports: lattice / rank @@
-Normal rank
@@ Property / imports @@
-corpcor
@@ Property / imports: corpcor / rank @@
-Normal rank
@@ Property / imports @@
-data.table
@@ Property / imports: data.table / rank @@
-Normal rank
@@ Property / imports @@
-quadprog
@@ Property / imports: quadprog / rank @@
-Normal rank
@@ Property / imports @@
-RobStatTM
@@ Property / imports: RobStatTM / rank @@
-Normal rank
@@ Property / imports @@
-robustbase
@@ Property / imports: robustbase / rank @@
-Normal rank
@@ Property / imports @@
-R.cache
@@ Property / imports: R.cache / rank @@
-Normal rank
@@ Property / software version identifier @@
+.2
@@ Property / software version identifier: 1.2 / rank @@
+Normal rank
@@ Property / software version identifier: 1.2 / qualifier @@
+publication date: 30 August 2023Timestamp +2023-08-30T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
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-Timestamp
++2023-08-30T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / programmed in @@
+R
@@ Property / programmed in: R / rank @@
+Normal rank
@@ Property / last update @@
+August 2023Timestamp +2023-08-30T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-08-30T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 30 August 2023 / rank @@
+Normal rank
@@ 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.
+Normal rank
@@ Property / author @@
+Doug Martin
@@ Property / author: Doug Martin / rank @@
+Normal rank
@@ Property / author @@
+Kirk Li
@@ Property / author: Kirk Li / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
+Normal rank
@@ Property / imports @@
+PerformanceAnalytics
@@ Property / imports: PerformanceAnalytics / rank @@
+Normal rank
@@ Property / imports @@
+PortfolioAnalytics
@@ Property / imports: PortfolioAnalytics / rank @@
+Normal rank
@@ Property / imports @@
+boot
@@ Property / imports: boot / rank @@
+Normal rank
@@ Property / imports @@
+methods
@@ Property / imports: methods / rank @@
+Normal rank
@@ Property / imports @@
+xts
@@ Property / imports: xts / rank @@
+Normal rank
@@ Property / imports @@
+zoo
@@ Property / imports: zoo / rank @@
+Normal rank
@@ Property / imports @@
+lattice
@@ Property / imports: lattice / rank @@
+Normal rank
@@ Property / imports @@
+corpcor
@@ Property / imports: corpcor / rank @@
+Normal rank
@@ Property / imports @@
+data.table
@@ Property / imports: data.table / rank @@
+Normal rank
@@ Property / imports @@
+quadprog
@@ Property / imports: quadprog / rank @@
+Normal rank
@@ Property / imports @@
+RobStatTM
@@ Property / imports: RobStatTM / rank @@
+Normal rank
@@ Property / imports @@
+robustbase
@@ Property / imports: robustbase / rank @@
+Normal rank
@@ Property / imports @@
+R.cache
@@ Property / imports: R.cache / rank @@
+Normal rank
@@ Property / depends on software @@
+R
@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 4.0.0
@@ Property / MaRDI profile type @@
+MaRDI software profile
@@ Property / MaRDI profile type: MaRDI software profile / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Software:71464

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

instance of

R package

0 references

software version identifier

1.0

publication date

8 March 2023

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1.1

publication date

2 May 2023

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1.2

publication date

30 August 2023

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30 August 2023

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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.

0 references

0 references

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GNU General Public License, version 2.0

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imports

PerformanceAnalytics

0 references