An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20110510/7b35e643/attachment.pl>
performance attribution
2 messages · Ben Nachtrieb, Brian G. Peterson
On Tue, 2011-05-10 at 19:50 -0600, Ben Nachtrieb wrote:
Can someone point me to a package that has portfolio performance attribution? I searched, but could not find what I was looking for.
Could you be more specific, please? Which particular attribution methods are you looking for? References? That would help me (and others) narrow in on functions that may do what you want. Regards, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock