man-roxygen/ref-Bao.R

#' @references 
#' 
#' Bao, Yong. "Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking 
#' Under a General Return Distribution." Journal of Financial Econometrics 7, 
#' no. 2 (2009): 152-173. \url{https://doi.org/10.1093/jjfinec/nbn022}
#'
shabbychef/SharpeR documentation built on May 29, 2019, 8:05 p.m.