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portsort  

Factor-Based Portfolio Sorts
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("portsort", "0.1.0")



Attach the package and use:
library("portsort")
Maintained by
Alex Dickerson
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-09-30
Latest Update:
Description:
Designed to aid both academic researchers and asset managers in conducting factor based portfolio sorts. Provides functionality to sort assets into portfolios for up to three factors via a conditional or unconditional sorting procedure.
How to cite:
Alex Dickerson (2018). portsort: Factor-Based Portfolio Sorts. R package version 0.1.0, https://cran.r-project.org/web/packages/portsort. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.1.0 (2018-09-30 17:50)
Other packages that cited portsort R package
View portsort citation profile
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Complete documentation for portsort
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