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DESCRIPTION
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Package: dispositionEffect
Type: Package
Title: Analysis of Disposition Effect on Financial Portfolios
Version: 1.0.1
Authors@R: c(
person("Lorenzo", "Mazzucchelli", email = "[email protected]", role = "aut"),
person("Marco", "Zanotti", email = "[email protected]", role = c("aut", "cre")))
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.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Imports:
dplyr,
purrr,
lubridate,
magrittr,
progress
Suggests:
devtools,
knitr,
rmarkdown,
roxygen2,
testthat,
covr,
tidyr,
skimr,
ggplot2,
ggridges,
furrr,
future,
foreach,
doParallel,
parallel,
bench
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.1.2
VignetteBuilder: knitr
URL: https://marcozanotti.github.io/dispositionEffect/, https://github.com/marcozanotti/dispositionEffect
BugReports: https://github.com/marcozanotti/dispositionEffect/issues
Depends:
R (>= 3.5.0)