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Designed to aid both academic researchers and asset managers in conducting factor based portfolio sorts. Provides functionality to sort assets into portfolios for up to three factors via a conditional or unconditional sorting procedure.
| Version: | 0.1.0 |
| Depends: | xts, zoo, R (≥ 2.10) |
| Imports: | stats |
| Suggests: | PortfolioAnalytics, PerformanceAnalytics, knitr |
| Published: | 2018-09-30 |
| Author: | Alex Dickerson [aut,cre], Jonathan Spohnholtz [aut,cre] |
| Maintainer: | Alex Dickerson <a.dickerson at warwick.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | portsort results |
| Reference manual: | portsort.pdf |
| Vignettes: |
portsort |
| Package source: | portsort_0.1.0.tar.gz |
| Windows binaries: | r-devel: portsort_0.1.0.zip, r-release: portsort_0.1.0.zip, r-oldrel: portsort_0.1.0.zip |
| macOS binaries: | r-release (arm64): portsort_0.1.0.tgz, r-oldrel (arm64): portsort_0.1.0.tgz, r-release (x86_64): portsort_0.1.0.tgz, r-oldrel (x86_64): portsort_0.1.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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