The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
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.