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},
  }