Luck-Corrected Peer Performance Analysis in R

alphaScreening | Screening using the alpha outperformance ratio |

hfdata | Hedge fund data |

msharpe | Compute modified Sharpe ratio |

msharpeScreening | Screening using the modified Sharpe outperformance ratio |

msharpeTesting | Testing the difference of modified Sharpe ratios |

PeerPerformance | PeerPerformance: Luck-corrected peer performance analysis in... |

sharpe | Compute Sharpe ratio |

sharpeScreening | Screening using the Sharpe outperformance ratio |

sharpeTesting | Testing the difference of Sharpe ratios |

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