sharpeRratio (Q103809)

From MaRDI portal
Revision as of 14:01, 19 April 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Moment-Free Estimation of Sharpe Ratios
Language Label Description Also known as
English
sharpeRratio
Moment-Free Estimation of Sharpe Ratios

    Statements

    instance of
    R package
    0 references
    programmed in
    R
    0 references
    last update
    5 July 2022
    0 references
    software version identifier
    1.4.3
    publication date
    5 July 2022
    0 references
    author
    Damien Challet
    0 references
    depends on software
    R
    software version identifier
    ≥ 3.5.0
    0 references
    ghyp
    0 references
    methods
    0 references
    imports
    Rcpp
    software version identifier
    ≥ 0.12.4
    0 references
    CRAN project
    sharpeRratio
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q103809&oldid=156724"
      Powered by MediaWiki