Estimates of standard errors of popular risk and performance
measures for asset or portfolio returns using methods as described in
Chen and Martin (2018) < https://www.ssrn.com/abstract=3085672>.
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Anthony Christidis, a month ago
Browse source code at
Anthony Christidis <[email protected]>
Xin Chen <[email protected]>
GPL (>= 2)
Imports xts, zoo, boot, RPEIF, RPEGLMEN, RobStatTM
Suggests testthat, R.rsp
See at CRAN