Package: portsort
Type: Package
Date: 2018-09-12
Title: Factor-Based Portfolio Sorts
Version: 0.1.0
Author: Alex Dickerson [aut,cre], Jonathan Spohnholtz [aut,cre]
Maintainer: Alex Dickerson <a.dickerson@warwick.ac.uk>
Description: 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.
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
Depends: xts, zoo, R (>= 2.10)
Suggests: PortfolioAnalytics, PerformanceAnalytics, knitr
VignetteBuilder: knitr
Imports: stats
NeedsCompilation: no
Packaged: 2018-09-24 08:27:39 UTC; Alexander
Repository: CRAN
Date/Publication: 2018-09-30 15:50:03 UTC
Built: R 4.1.0; ; 2021-05-26 08:22:16 UTC; unix
