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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
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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.
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