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41 lines (39 loc) · 950 Bytes
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url: https://ardiad.github.io/PeerPerformance/
template:
bootstrap: 5
reference:
- title: Peer performance screening
desc: Estimate the out-/equal-/under-performance ratios for a universe of funds.
contents:
- alphaScreening
- sharpeScreening
- msharpeScreening
- targetPeerPerformance
- rollScreening
- title: Pairwise testing
desc: Test the equality of two funds' performance.
contents:
- alphaTesting
- sharpeTesting
- msharpeTesting
- title: Performance ratios
contents:
- sharpe
- msharpe
- title: Methods and helpers
desc: Inspect, summarize, visualize, and post-process screening results.
contents:
- print.SCREENING
- summary.SCREENING
- confint.SCREENING
- plot.SCREENING
- as.data.frame.SCREENING
- exposureHeterogeneity
- plot.exposureHeterogeneity
- plot.rollScreening
- print.TESTING
- print.summary.SCREENING
- title: Data and package
contents:
- hfdata
- PeerPerformance