portfolio

Authors Daniel Gerlanc, Jeff Enos, David Kane

Last update 24 August 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.5-2, PACKAGES.rds, 0.1-0, 0.2-0, 0.2-1, 0.2-2, 0.3-0, 0.3-1, 0.3-2, 0.3-3, 0.4-0, 0.4-1, 0.4-3, 0.4-4, 0.4-5, 0.4-6, 0.4-7, 0.5-0, 0.5-3

Description

Classes for analysing and implementing equity portfolios, including routines for generating tradelists and calculating exposures to user-specified risk factors.

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