AnthonyChristidis/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
Browse package contents
Package details |
|
|---|---|
| Author | Anthony Christidis <anthony.christidis@stat.ubc.ca>, Xin Chen <chenx26@uw.edu> |
| Maintainer | Anthony Christidis <anthony.christidis@stat.ubc.ca> |
| License | GPL (>= 2) |
| Version | 1.2.5 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
