Other packages > Find by keyword >

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", "1.2")



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 1.2, https://cran.r-project.org/web/packages/PCRA. Accessed 12 Sep. 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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

unikn  
Graphical Elements of the University of Konstanz's Corporate Design
Define and use graphical elements of corporate design manuals in R. The 'unikn' package provides col ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
mixl  
Simulated Maximum Likelihood Estimation of Mixed Logit Models for Large Datasets
Specification and estimation of multinomial logit models. Large datasets and complex models are su ...
Download / Learn more Package Citations See dependency  
qdapTools  
Tools for the 'qdap' Package
A collection of tools associated with the 'qdap' package that may be useful outside of the context ...
Download / Learn more Package Citations See dependency  
NScluster  
Simulation and Estimation of the Neyman-Scott Type Spatial Cluster Models
Simulation and estimation for Neyman-Scott spatial cluster point process models and their extension ...
Download / Learn more Package Citations See dependency  
electionsBR  
R Functions to Download and Clean Brazilian Electoral Data
Offers a set of functions to easily download and clean Brazilian electoral data from the Superior E ...
Download / Learn more Package Citations See dependency  

28,480

R Packages

239,283

Dependencies

75,677

Author Associations

28,481

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA