GRS Test for Portfolio Efficiency, Its Statistical Power Analysis, and Optimal Significance Level Calculation

data | Fama-French Data: 25 size-B/M portfolio and risk factors,... |

GRS.MLtest | GRS Test Statistic and p-value based on Maximum Likelihood... |

GRS.optimal | Optimal Level of Significance for the GRS test: Normality... |

GRS.optimalboot | Optimal Level of Significance for the GRS test: Bootstrapping |

GRS.optimalbootweight | Weighted Optimal Level of Significance for the GRS test:... |

GRS.optimalweight | Weighted Optimal Level of Significance for the GRS test:... |

GRS.Power | Statistical Power of the GRS test |

GRS.Powerfunc | Power functions for the GRS test |

GRS.T | Sample Size Selection for the GRS test |

GRS.test | GRS test and Model Estimation Results |

GRS.test-package | GRS Test for Portfolio Efficiency, Its Statistical Power... |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.