PeerPerformance
Luck-Corrected Peer Performance Analysis in R
Provides functions to perform the peer performance analysis of funds' returns as described in Ardia and Boudt (2018) doi:10.1016/j.jbankfin.2017.10.014.
- Version2.3.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- PeerPerformance citation info
- Last release11/13/2024
Documentation
Team
David Ardia
Kris Boudt
Show author detailsRolesAuthorNabil Bouamara
Show author detailsRolesContributorSebastien Legros
Show author detailsRolesContributor
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- Depends2 packages
- Suggests1 package