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PeerPerformance: Luck-Corrected Peer Performance Analysis in R
Provides functions to perform the peer performance analysis of funds' returns as described in Ardia and Boudt (2018) <doi:10.1016/j.jbankfin.2017.10.014>.
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Package details |
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| Author | David Ardia [aut, cre] (<https://orcid.org/0000-0003-2823-782X>), Kris Boudt [aut], Nabil Bouamara [ctb] |
| Maintainer | David Ardia <david.ardia.ch@gmail.com> |
| License | GPL (>= 2) |
| Version | 2.2.5 |
| URL | https://github.com/ArdiaD/PeerPerformance |
| Package repository | View on CRAN |
| Installation |
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