Nothing
An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).
Package details |
|
---|---|
Author | Damien Challet |
Maintainer | Damien Challet <damien.challet@gmail.com> |
License | GPL |
Version | 1.4.3 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.