performance attribution

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performance attribution

Ben Nachtrieb
Can someone point me to a package that has portfolio performance
attribution? I searched, but could not find what I was looking for.

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Ben Nachtrieb
M.S.Finance

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Re: performance attribution

braverock
On Tue, 2011-05-10 at 19:50 -0600, Ben Nachtrieb wrote:
> Can someone point me to a package that has portfolio performance
> attribution? I searched, but could not find what I was looking for.

Could you be more specific, please?

Which particular attribution methods are you looking for?  References?

That would help me (and others) narrow in on functions that may do what
you want.

Regards,

  - Brian

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Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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