Man pages for PeerPerformance
Peer performance analysis in R

alphaScreeningScreening using the Alpha outperformance ratio
hfdataHedge-fund data
msharpeCompute Modified Sharpe ratio
msharpeBlockSizeOptimal block length for bootstrap test of difference of...
msharpeScreeningScreening using the modified Sharpe outperformance ratio
msharpeTestingTesting the difference of modified Sharpe ratios
sharpeCompute Sharpe ratio
sharpeBlockSizeOptimal block length for bootstrap test of difference of...
sharpeScreeningScreening using the Sharpe outperformance ratio
sharpeTestingTesting the difference of Sharpe ratios
PeerPerformance documentation built on May 31, 2017, 2:29 a.m.