Using R in equity research
For what I know, it is used fairly extensive in portfolio management (for equity as well as other portfolio) but I don't have a quick reference I could point you to for more.
Hello Andrew, Dirk, a quick Wopec search on "multifactor portfolio* revealed 11 records. Although not being an equity analyst some entries seem promising; but see for yourself at: http://netec.mcc.ac.uk/WoPEc/ Regards, Bernhard
Suggestions, anyone? Best regards, Dirk -- FEATURE: VW Beetle license plate in California
_______________________________________________ R-sig-finance@stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-sig-finance
--------------------------------------------------------------------------------
The information contained herein is confidential and is inte...{{dropped}}