JFE

Last update 15 January 2024

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 2.5.3, 2.5.4, 1.0, 1.2, 1.3, 2.0, 2.1.1, 2.1.3, 2.5.1, 2.5.2, 2.5.5, 2.5.6

Offers procedures to support financial and economic time series modelling and enhanced procedures for computing the investment performance indices of Bacon (2004) <doi:10.1002/9781119206309>.

Cites work

Practical Portfolio Performance Measurement and Attribution

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