portsort
0.1.0Factor-Based Portfolio Sorts
Overview
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.
Install
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Documentation
- Examples that run
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- Documented parameters
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- References docs
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Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.5.0 released · 2025-04-11
- archivedRemoved from CRAN2025-03-25email to the maintainer is undeliverable
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.1.02018-09-30
- RR 3.5.0 released · 2018-04-23
Package metadata
- Total releases
- 1
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 163 KB / 1 file
- Download size
- not tracked yet
- Installed size
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- With dependencies
- not tracked yet
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