| Name : R-PCRA
| |
| Version : 1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 1.12
| Date : 2024-08-05 22:05:45
|
| Group : Development/Libraries/Other
| Source RPM : R-PCRA-1.2-1.12.src.rpm
|
| Size : 4.34 MB
| |
| Packager : (none)
| |
| Summary : Companion to Portfolio Construction and Risk Analysis
|
Description :
A collection of functions and data sets that support teaching a
quantitative finance MS level course on Portfolio Construction and Risk
Analysis, and the writing of a textbook for such a course. The package
is unique in providing several real-world data sets that may be used
for problem assignments and student projects. The data sets include
cross-sections of stock data from the Center for Research on Security
Prices, LLC (CRSP), corresponding factor exposures data from S&P
Global, and several SP500 data sets.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
