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RPESE  

Estimates of Standard Errors for Risk and Performance Measures
View on CRAN: Click here


Download and install RPESE package within the R console
Install from CRAN:
install.packages("RPESE")

Install from Github:
library("remotes")
install_github("cran/RPESE")

Install by package version:
library("remotes")
install_version("RPESE", "1.2.5")



Attach the package and use:
library("RPESE")
Maintained by
Anthony Christidis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-12-17
Latest Update: 2022-09-08
Description:
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>.
How to cite:
Anthony Christidis (2019). RPESE: Estimates of Standard Errors for Risk and Performance Measures. R package version 1.2.5, https://cran.r-project.org/web/packages/RPESE
Previous versions and publish date:
1.0.1 (2019-12-17 11:00), 1.0.2 (2020-03-03 10:30), 1.0.3 (2020-03-16 13:00), 1.0.4 (2020-06-17 11:30), 1.0.5 (2020-06-20 00:30), 1.0 (2019-11-06 13:50), 1.1.0 (2020-10-24 10:20), 1.2.0 (2021-03-10 17:00), 1.2.1 (2021-05-07 06:10), 1.2.2 (2021-05-14 01:22), 1.2.3 (2021-06-09 09:20), 1.2.4 (2021-09-22 19:40)
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