Estimates of Standard Errors for Risk and Performance Measures
Standard Error Estimate for Downside Sharpe Ratio (DSR) of Returns
Standard Error Estimate for Expected Shortfall (ES) of Returns
Standard Error Estimate for Expected Shortfall Ratio (ESratio) of Retu...
Wrapper Function for Standard Errors Estimates Functions
Standard Error Estimate for Lower Partial Moment (LPM) of Returns
Standard Error Estimate for Mean of Returns
Standard Error Estimate for Omega Ratio of Returns
Formatted Output for Standard Errors Functions in RPESE
Standard Error Estimate for Rachev Ratio of Returns
Standard Error Estimate for Robust Location (Mean) M-Estimator of Retu...
Standard Error Estimate for Standard Deviation (SD) of Returns
Standard Error Estimate for Semi-Standared Deviation (SemiSD) of Retur...
Standard Error Estimate for Sortino Ratio (SoR) of Returns
Standard Error Estimate for Sharpe Ratio (SR) of Returns
Standard Error Estimate for Value-at-Risk (VaR) of Returns
Standard Error Estimate for Value-at-Risk Ratio (VaRratio) of Returns
Estimates of standard errors of popular risk and performance measures for asset or portfolio returns using methods as described in Chen and Martin (2021) <doi:10.21314/JOR.2020.446>.