Question 1

What does the R-package 'RPESE' do?

Accepted Answer

Estimates of Standard Errors for Risk and Performance Measures. Estimates of standard errors of popular risk and performance measures for asset or portfolio returns using methods as described in Chen and Martin (2021) <[doi:10.21314/JOR.2020.446](https://doi.org/10.21314%2FJOR.2020.446)>.

Question 2

Who maintains RPESE?

Accepted Answer

Anthony Christidis

Question 3

Who authored RPESE?

Accepted Answer

Xin Chen

Question 4

What is the current version of RPESE?

Accepted Answer

The current version of the R-package '1.2.5' is 1.2.5

Question 5

When was the last release of RPESE?

Accepted Answer

The last release of the R-package '1.2.5' was 09/08/2022

Question 6

Where can I search for the R-package 'RPESE'?

Accepted Answer

You can search for the R-package 'RPESE' on CRAN/E at https://cran-e.com

RPESE

Documentation

Team

Anthony Christidis

Xin Chen

Insights

Last 30 days

Last 365 days

Binaries

Dependencies