Links to other websites

PMVD The new Risk Books volume Portfolio Analysis: Advanced Topics in Performance Measurement, Risk and Attribution, edited by Timothy P. Ryan has a chapter by Barry Feldman on PMVD. (See brief description on this website.)
Relative importance researchers and statistical packages

 

Ulrike Grömping's homepage  
Grömping's relaimpo package web page at THF Berlin (This page has a version with PMVD available to non-U.S. users.)
The relaimpo package at the R-project website (CRAN)

David Firth's homepage  

Firth's 1988 survey, Relative Importance of Explanatory Variables

Firth's relimp package web page at the University of Warwick

The relimp package at the R-project website (CRAN)

The hier.part package at the R-project website (CRAN)

Investment analysis-related sites of interest Burns Statistics

Northfield Information Services 

Premia Capital Management 

  Copyright © 2006 Prism Analytics