portsort (0.1.0)

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Factor-Based Portfolio Sorts.


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 over 1 year ago.



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