pa-package |
Brinson analysis for equity portfolios |
brinson |
Creating an object of either class brinson or class brinsonMulti |
brinson-class |
Class "brinson" |
brinsonMulti-class |
Class "brinsonMulti" |
exposure |
Calculate and display the sector exposure of a portfolio |
exposure-method |
Class "brinson" |
exposure-method |
Class "brinsonMulti" |
exposure-method |
Class "regression" |
exposure-method |
Class "regressionMulti" |
jan |
Edited Barra data set in Jan. 2010. |
plot-method |
Class "brinson" |
plot-method |
Class "brinsonMulti" |
plot-method |
Plot the exposure or the return of a brinson, brinsonMulti, regression or regressionMulti object |
plot-method |
Class "regression" |
plot-method |
Class "regressionMulti" |
plot-methods |
Plot the exposure or the return of a brinson, brinsonMulti, regression or regressionMulti object |
quarter |
Edited Barra data set for Q1, 2010. |
regress |
Create an object of either class regress or class regressMulti |
regression-class |
Class "regression" |
regressionMulti-class |
Class "regressionMulti" |
returns |
Calculate the attribution results |
returns-method |
Class "brinson" |
returns-method |
Class "brinsonMulti" |
returns-method |
Class "regression" |
returns-method |
Class "regressionMulti" |
show-method |
Class "brinson" |
show-method |
Class "brinsonMulti" |
show-method |
Class "regression" |
show-method |
Class "regressionMulti" |
summary |
Provide a summary for Brinson or regression analysis |
summary-method |
Class "brinson" |
summary-method |
Class "brinsonMulti" |
summary-method |
Class "regression" |
summary-method |
Class "regressionMulti" |
test |
A sample portfolio edited based on Barra data set in Jan. 2010. |
year |
Edited Barra data set in year 2010. |