# ------------------------------------------------ # CITATION.cff file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # ------------------------------------------------ cff-version: 1.2.0 message: 'To cite package "PCRA" in publications use:' type: software license: GPL-2.0-only title: 'PCRA: Companion to Portfolio Construction and Risk Analysis' version: 1.3.1 doi: 10.32614/CRAN.package.PCRA abstract: 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 is unique in providing several real-world data sets that may be used for problem assignments and student projects. The data sets include cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures data from S&P Global, and several SP500 data sets. authors: - family-names: Martin given-names: Doug email: martinrd3d@gmail.com - family-names: Li given-names: Kirk email: cocokecoli@gmail.com repository: https://robustport.r-universe.dev repository-code: https://github.com/robustport/PCRA commit: dea6a6f59f1af989b38157c8bb0e6e11c2081770 url: https://github.com/robustport/PCRA date-released: '2026-07-05' contact: - family-names: Martin given-names: Doug email: martinrd3d@gmail.com