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>.

Getting started

Package details

AuthorDavid Ardia [aut, cre], Kris Boudt [aut]
MaintainerDavid Ardia <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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PeerPerformance documentation built on May 2, 2019, 2:37 a.m.