pa

Authors Yang Lu, David Kane

Last update 21 August 2023

Copyright license GNU General Public License, version 2.0

Software version identifier 1.2-2, 1.0, 1.1, 1.2-1, 1.2-3, 1.2, 1.2-4

Description

It 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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