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SharpeR
sr_vcov
sr_vcov function
Compute variance covariance of Sharpe Ratios.
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SharpeR package
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Maintainer: Steven E. Pav
License: LGPL-3
Last published: 2024-12-18
Useful links
https://github.com/shabbychef/SharpeR/issues
https://github.com/shabbychef/SharpeR