portsort (0.1.0)

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Factor-Based Portfolio Sorts.

http://cran.r-project.org/web/packages/portsort

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.

Maintainer: Alex Dickerson
Author(s): Alex Dickerson [aut,cre], Jonathan Spohnholtz [aut,cre]

License: GPL (>= 2)

Uses: xts, zoo, PerformanceAnalytics, knitr, PortfolioAnalytics

Released 12 months ago.


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