Other packages > Find by keyword >

dispositionEffect  

Analysis of Disposition Effect on Financial Portfolios
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("dispositionEffect", "1.0.1")



Attach the package and use:
library("dispositionEffect")
Maintained by
Marco Zanotti
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-08-02
Latest Update: 2022-05-30
Description:
Evaluate the presence of disposition effect and others irrational investor's behaviors based solely on investor's transactions and financial market data. Experimental data can also be used to perform the analysis. Four different methodologies are implemented to account for the different nature of human behaviors on financial markets. Novel analyses such as portfolio driven and time series disposition effect are also allowed.
How to cite:
Marco Zanotti (2021). dispositionEffect: Analysis of Disposition Effect on Financial Portfolios. R package version 1.0.1, https://cran.r-project.org/web/packages/dispositionEffect. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0.0 (2021-08-02 09:50)
Other packages that cited dispositionEffect R package
View dispositionEffect citation profile
Other R packages that dispositionEffect depends, imports, suggests or enhances
Complete documentation for dispositionEffect
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

elect  
Estimation of Life Expectancies Using Multi-State Models
Functions to compute state-specific and marginal life expectancies. The computation is based on a fi ...
Download / Learn more Package Citations See dependency  
wordspace  
Distributional Semantic Models in R
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency  
dmlalg  
Double Machine Learning Algorithms
Implementation of double machine learning (DML) algorithms in R, based on Emmenegger and Buehlmann ...
Download / Learn more Package Citations See dependency  
tropAlgebra  
Tropical Algebraic Functions
It includes functions like tropical addition, tropical multiplication for vectors and matrices. In t ...
Download / Learn more Package Citations See dependency  
Rfast2  
A Collection of Efficient and Extremely Fast R Functions II
A collection of fast statistical and utility functions for data analysis. Functions for regression, ...
Download / Learn more Package Citations See dependency  
LOGANTree  
Tree-Based Models for the Analysis of Log Files from Computer-Based Assessments
Enables researchers to model log-file data from computer-based assessments using machine-learning te ...
Download / Learn more Package Citations See dependency  
Maintainer: Qi Qin (view profile)

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

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