[R-SIG-Finance] performance attribution

Brian G. Peterson brian at braverock.com
Wed May 11 13:16:00 CEST 2011

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.


  - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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