[R-SIG-Finance] Fwd: Multi-Asset Portfolio Performance Attribution

[Brian G. Peterson]

install.packages("PortfolioAttribution",repos="http://R-Forge.R-project.org")

Regards,

Brian

On Thu, 2016-08-25 at 02:50 +0200, Olasunkanmi Obanubi via R-SIG-Finance
wrote:
> Hi all,
> 
> I am interested in knowing if there are any packages that deal with
> performance attribution for a multi-asset portfolio in general.
> 
> In particular, I am interested in capturing the performance attribution at
> each level of a top-down approach (say, for example, starting with asset
> allocation at the highest level all the way down to manager selection at
> the lowest level) to investing in a multi-asset portfolio.