Package: sharpeRratio
Type: Package
Title: Moment-Free Estimation of Sharpe Ratios
Version: 1.1
Date: 2016-09-30
Author: Damien Challet
Maintainer: Damien Challet <damien.challet@gmail.com>
Description: An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see <https://arxiv.org/abs/1505.01333>).
License: GPL (>= 2)
Depends: ghyp
Imports: Rcpp (>= 0.12.4)
LinkingTo: Rcpp
NeedsCompilation: yes
Packaged: 2016-10-07 15:40:45 UTC; damien
Repository: CRAN
Date/Publication: 2016-10-07 18:30:24
