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PeerPerformance
msharpeScreening
msharpeScreening function
Screening using the modified Sharpe outperformance ratio
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PeerPerformance package
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Maintainer: David Ardia
License: GPL (>= 2)
Last published: 2025-08-18
Useful links
https://github.com/ArdiaD/PeerPerformance/issues
https://github.com/ArdiaD/PeerPerformance