SharpeR

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Statistical Significance of the Sharpe Ratio

Steven E. Pav

Last update: 18 August 2021

Copyright license: GNU Lesser General Public License, version 3.0

Software version identifier: 1.3.0

Official website: https://cran.r-project.org/web/packages/SharpeR/index.html

Source code repository: https://github.com/cran/SharpeR

Cites work

• A Short Sharpe Course

Cited In (1)

• Noise fit, estimation error and a Sharpe information criterion

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