PCRA
Companion to Portfolio Construction and Risk Analysis
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 provides several real-world data sets for problem assignments and student projects, including cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures from S&P Global, and several S&P 500 data sets.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2.1 |
rolling source/ R- | PCRA_1.2.1.tar.gz |
4.1 MiB |
1.2.1 |
latest source/ R- | PCRA_1.2.1.tar.gz |
4.1 MiB |
1.2.1 |
2026-04-23 source/ R- | PCRA_1.2.1.tar.gz |
4.1 MiB |
1.2.1 |
2026-04-09 windows/windows R-4.5 | PCRA_1.2.1.zip |
4.2 MiB |