portsort: 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.

Version: 0.1.0
Depends: xts, zoo, R (≥ 2.10)
Imports: stats
Suggests: PortfolioAnalytics, PerformanceAnalytics, knitr
Published: 2018-09-30
Author: Alex Dickerson [aut,cre], Jonathan Spohnholtz [aut,cre]
Maintainer: Alex Dickerson <a.dickerson at warwick.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: portsort results


Reference manual: portsort.pdf
Vignettes: portsort
Package source: portsort_0.1.0.tar.gz
Windows binaries: r-devel: portsort_0.1.0.zip, r-release: portsort_0.1.0.zip, r-oldrel: portsort_0.1.0.zip
OS X binaries: r-release: portsort_0.1.0.tgz, r-oldrel: portsort_0.1.0.tgz


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