To cite 'PeerPerformance' in publications use:
David A, Boudt K (2020). PeerPerformance: Luck-corrected peer performance analysis in R. version 2.2.2, https://github.com/ArdiaD/PeerPerformance.
Ardia D, Boudt K (2018). “The peer performance ratios of hedge funds.” Journal of Banking and Finance, 87, 351-368. doi: 10.1016/j.jbankfin.2017.10.014.
Ardia D, Boudt K (2015). “Testing equality of modified Sharpe ratios.” Finance Research Letters, 13, 97-104. doi: 10.1016/j.frl.2015.02.008.
Corresponding BibTeX entries:
@Manual{, title = {{PeerPerformance}: {L}uck-corrected peer performance analysis in {R}}, author = {Ardia David and Kris Boudt}, year = {2020}, note = {version 2.2.2}, url = {https://github.com/ArdiaD/PeerPerformance}, }
@Article{, title = {The peer performance ratios of hedge funds}, author = {David Ardia and Kris Boudt}, year = {2018}, journal = {Journal of Banking and Finance}, volume = {87}, pages = {351-368}, doi = {10.1016/j.jbankfin.2017.10.014}, }
@Article{, title = {Testing equality of modified {S}harpe ratios}, author = {David Ardia and Kris Boudt}, year = {2015}, journal = {Finance Research Letters}, volume = {13}, pages = {97-104}, doi = {10.1016/j.frl.2015.02.008}, }