print.TESTING

Print method for the <code>TESTING</code> object returned by
<code>sharpeTesting</code>, <code>msharpeTesting</code> and
<code>alphaTesting</code>.

htest

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>. For each fund, the package estimates
the proportion of peers it outperforms, is equalled by, and is outperformed
by, correcting for luck with the false discovery approach of Storey (2002)
<doi:10.1111/1467-9868.00346>. Screenings can be based on factor-model
alphas, Sharpe ratios, or modified Sharpe ratios, the latter using the
equality test of Ardia and Boudt (2015) <doi:10.1016/j.frl.2015.02.008>.
Funds can be screened within a universe or against a separate peer group,
over rolling windows, and results come with bootstrap confidence intervals,
summary, plot, and tidy data frame methods.

David Ardia

PeerPerformance

Luck-Corrected Peer Performance Analysis in R

Nabil Bouamara

Kris Boudt

Sebastien Legros

Murilo Andre Peres Pereira

Benjamin Seguin

print.TESTING function

<dl><dt>x</dt>
<dd>A <code>TESTING</code> object.</dd>
<dt>...</dt>
<dd>Further arguments passed to or from other methods.</dd></dl>

Arguments

Author

Print method for the 'TESTING' object — print.TESTING

<dl>

<dt>x</dt>
<dd>A <code>TESTING</code> object.</dd>


<dt>...</dt>
<dd>Further arguments passed to or from other methods.</dd>

</dl>

print.TESTING: Print method for the 'TESTING' object

Description

Usage

Value

Arguments

Author

See Also