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PCRA  

Companion to Portfolio Construction and Risk Analysis
View on CRAN: Click here


Download and install PCRA package within the R console
Install from CRAN:
install.packages("PCRA")

Install from Github:
library("remotes")
install_github("cran/PCRA")

Install by package version:
library("remotes")
install_version("PCRA", "1.3.1")



Attach the package and use:
library("PCRA")
Maintained by
Doug Martin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-03-08
Latest Update: 2023-08-30
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.
How to cite:
Doug Martin (2023). PCRA: Companion to Portfolio Construction and Risk Analysis. R package version 1.3.1, https://cran.r-project.org/web/packages/PCRA. Accessed 03 Oct. 2026.
Previous versions and publish date:
(2026-07-15 09:20), 1.0 (2023-03-08 16:00), 1.1 (2023-05-02 16:00), 1.2.1 (2026-03-13 13:50), 1.2 (2023-08-30 06:50)
Other packages that cited PCRA R package
View PCRA citation profile
Other R packages that PCRA depends, imports, suggests or enhances
Complete documentation for PCRA
Functions, R codes and Examples using the PCRA R package
Full PCRA package functions and examples
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