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sharpeRratio
(Q103809)
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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
last update
5 July 2022
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software version identifier
1.4.3
publication date
5 July 2022
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author
Damien Challet
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maintained by
Damien Challet
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copyright license
GNU General Public License, version 2.0
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GNU General Public License, version 3.0
edition/version
expanded from: GPL
(English)
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depends on software
methods
0 references
R
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ghyp
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cites work
Sharper asset ranking from total drawdown durations
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CRAN project
sharpeRratio
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programmed in
R
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imports
Rcpp
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MaRDI profile type
MaRDI software profile
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Mathematics
(1 entry)
mardi
Software:103809
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