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To cite 'PeerPerformance' in publications use:
Ardia D, Boudt K (2018). “The peer performance ratios of hedge funds.” Journal of Banking and Finance, 87, 351-368. doi:10.1016/j.jbankfin.2017.10.014.
Ardia D, Boudt K (2015). “Testing equality of modified Sharpe ratios.” Finance Research Letters, 13, 97-104. doi:10.1016/j.frl.2015.02.008.
Corresponding BibTeX entries:
@Article{,
title = {The peer performance ratios of hedge funds},
author = {David Ardia and Kris Boudt},
year = {2018},
journal = {Journal of Banking and Finance},
volume = {87},
pages = {351-368},
doi = {10.1016/j.jbankfin.2017.10.014},
}
@Article{,
title = {Testing equality of modified {S}harpe ratios},
author = {David Ardia and Kris Boudt},
year = {2015},
journal = {Finance Research Letters},
volume = {13},
pages = {97-104},
doi = {10.1016/j.frl.2015.02.008},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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