PCRA
Companion to Portfolio Construction and Risk Analysis
Description
A collection of functions and data sets that support teaching a quantitative finance MS level course on Portfolio Construction and Risk Analysis, and the writing of a textbook for such a course. The package provides several real-world data sets for problem assignments and student projects, including cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures from S&P Global, and several S&P 500 data sets.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Additional Issues
Check History
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 18, 2026
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?
Rd files
checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?