Man pages for PeerPerformance
Luck-Corrected Peer Performance Analysis in R
| alphaScreening | Screening using the alpha outperformance ratio |
| alphaTesting | Testing the difference of alpha outperformance ratios |
| hfdata | Hedge fund data |
| msharpe | Compute modified Sharpe ratio |
| msharpeScreening | Screening using the modified Sharpe outperformance ratio |
| msharpeTesting | Testing the difference of modified Sharpe ratios |
| PeerPerformance | PeerPerformance: Luck-corrected peer performance analysis in... |
| sharpe | Compute Sharpe ratio |
| sharpeScreening | Screening using the Sharpe outperformance ratio |
| sharpeTesting | Testing the difference of Sharpe ratios |
