sharpeRratio

From MaRDI portal

Software:103809

Jump to:navigation, search

CRANsharpeRratioMaRDI QIDQ103809

Moment-Free Estimation of Sharpe Ratios

Damien Challet

Last update: 5 July 2022

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

Software version identifier: 1.4.3

Sharper asset ranking from total drawdown durations

This page was built for software: sharpeRratio

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Software:103809&oldid=30806629"