Man pages for PeerPerformance
Luck-Corrected Peer Performance Analysis in R

alphaScreeningScreening using the alpha outperformance ratio
hfdataHedge fund data
msharpeCompute modified Sharpe ratio
msharpeScreeningScreening using the modified Sharpe outperformance ratio
msharpeTestingTesting the difference of modified Sharpe ratios
PeerPerformancePeerPerformance: Luck-corrected peer performance analysis in...
sharpeCompute Sharpe ratio
sharpeScreeningScreening using the Sharpe outperformance ratio
sharpeTestingTesting the difference of Sharpe ratios
PeerPerformance documentation built on May 17, 2021, 1:09 a.m.