Man pages for RPESE
Estimates of Standard Errors for Risk and Performance Measures
| DSR.SE | Standard Error Estimate for Downside Sharpe Ratio (DSR) of... |
| ESratio.SE | Standard Error Estimate for Expected Shortfall Ratio... |
| ES.SE | Standard Error Estimate for Expected Shortfall (ES) of... |
| EstimatorSE | Wrapper Function for Standard Errors Estimates Functions |
| LPM.SE | Standard Error Estimate for Lower Partial Moment (LPM) of... |
| Mean.SE | Standard Error Estimate for Mean of Returns |
| OmegaRatio.SE | Standard Error Estimate for Omega Ratio of Returns |
| printSE | Formatted Output for Standard Errors Functions in RPESE |
| RachevRatio.SE | Standard Error Estimate for Rachev Ratio of Returns |
| robMean.SE | Standard Error Estimate for Robust Location (Mean)... |
| SD.SE | Standard Error Estimate for Standard Deviation (SD) of... |
| SemiSD.SE | Standard Error Estimate for Semi-Standared Deviation (SemiSD)... |
| SoR.SE | Standard Error Estimate for Sortino Ratio (SoR) of Returns |
| SR.SE | Standard Error Estimate for Sharpe Ratio (SR) of Returns |
| VaRratio.SE | Standard Error Estimate for Value-at-Risk Ratio (VaRratio) of... |
| VaR.SE | Standard Error Estimate for Value-at-Risk (VaR) of Returns |
