hfdata

<p>The matrix <code>hfdata</code> contains randomized and modified monthly returns of hedge funds.</p>

datasets

Provides functions to perform the peer performance
analysis of funds' returns as described in Ardia and Boudt (2018) <doi:10.1016/j.jbankfin.2017.10.014>.

David Ardia

PeerPerformance

Luck-Corrected Peer Performance Analysis in R

Kris Boudt

Nabil Bouamara

hfdata function

<p>A matrix of size 60 x 100, containing 60 monthly net returns for 100 hedge funds. Returns have been modified.</p>

hfdata: Hedge fund data

Description

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Format