ES.SE |
Standard Error Estimate for Expected Shortfall (ES) of Returns |
ESratio.SE |
Standard Error Estimate for Expected Shortfall Ratio (ESratio) of Returns |
EstimatorSE |
Wrapper Function for Standard Errors Estimates Functions |
LPM.SE |
Standard Error Estimate for Lower Partial Moment (LPM) of Returns |
Mean.SE |
Standard Error Estimate for Mean of Returns |
OmegaRatio.SE |
Standard Error Estimate for Omega Ratio of Returns |
printSE |
Formatted Output for Standard Errors Functions in RPESE |
RachevRatio.SE |
Standard Error Estimate for Rachev Ratio of Returns |
SemiSD.SE |
Standard Error Estimate for Semi-Standared Deviation (SemiSD) of Returns |
SharpeRatio.SE |
Standard Error Estimate for Sharpe Ratio of Returns |
SortinoRatio.SE |
Standard Error Estimate for Sortino Ratio of Returns |
StdDev.SE |
Standard Error Estimate for Standard Deviation (StdDev) of Returns |
VaR.SE |
Standard Error Estimate for Value-at-Risk (VaR) of Returns |
VaRratio.SE |
Standard Error Estimate for Value-at-Risk Ratio (VaRratio) of Returns |