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depscope/cran/sharpeRratio

sharpeRratio

cranv1.4.3

Moment-Free Estimation of Sharpe Ratios. An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).

License GPLstrong copyleft0 versions1 maintainers3 deps74 weekly dl
https://CRAN.R-project.org/package=sharpeRratio
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ghypmethodsRcpp
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First published · 2022-07-05 16:08:33

Last updated · 2022-07-05T13:20:02+00:00

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