RPESE (Q97333)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Estimates of Standard Errors for Risk and Performance Measures
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | RPESE |
Estimates of Standard Errors for Risk and Performance Measures |
Statements
expanded from: GPL (≥ 2) (English)
0 references
8 January 2026
0 references
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>.
0 references
