JFE

Last update 29 June 2025

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

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, 2.5.7, 2.5.8, 2.5.9, 2.5.10, PACKAGES.rds, 2.5.11

Description

Offer procedures to download financial-economic time series data and enhanced procedures for computing the investment performance indices of Bacon (2004) <doi:10.1002/9781119206309>.

Cites work

Practical Portfolio Performance Measurement and Attribution

Cited in

(1)

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