pa-package

The pa package provides facilities for conducting performance
 attribution based on the Brinson model and the regression approach.

 package

It provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.

Yang Lu

Performance Attribution for Equity Portfolios

David Kane

pa-package function

Yang Lu &lt;yang.lu2014@gmail.com&gt;
 David Kane &lt;dave.kane@gmail.com&gt;
Maintainer: Yang Lu &lt;yang.lu2014@gmail.com&gt;

Author

The pa package provides facilities for conducting performance
 attribution based on the Brinson model and the regression approach.

Brinson analysis for equity portfolios — pa-package

Yang Lu &lt;yang.lu2014@gmail.com&gt;
 David Kane &lt;dave.kane@gmail.com&gt;
Maintainer: Yang Lu &lt;yang.lu2014@gmail.com&gt;

pa-package: Brinson analysis for equity portfolios

Description

Arguments

Author