RPESE: Estimates of Standard Errors for Risk and Performance Measures

Estimates of standard errors of popular risk and performance measures for asset or portfolio returns using methods as described in Chen and Martin (2021) <doi:10.21314/JOR.2020.446>.

Getting started

Package details

AuthorAnthony Christidis <anthony.christidis@stat.ubc.ca>, Xin Chen <chenx26@uw.edu>
MaintainerAnthony Christidis <anthony.christidis@stat.ubc.ca>
LicenseGPL (>= 2)
Version1.2.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RPESE")

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RPESE documentation built on Sept. 23, 2021, 1:07 a.m.