Luck-Corrected Peer Performance Analysis in R
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Documentation for package ‘PeerPerformance’ version 2.2.5
Help Pages
| 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 R |
| sharpe | Compute Sharpe ratio |
| sharpeScreening | Screening using the Sharpe outperformance ratio |
| sharpeTesting | Testing the difference of Sharpe ratios |