<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Estimates of Standard Errors for Risk and Performance Measures</dc:title>
  <dc:title>R package RPESE version 1.2.7</dc:title>
  <dc:description>Estimates of standard errors of popular risk and performance 
             measures for asset or portfolio returns using methods as described in 
             Chen and Martin (2021) &lt;doi:10.21314/JOR.2020.446&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: xts, zoo, boot, RPEIF, RPEGLMEN, RobStatTM</dc:relation>
  <dc:relation>Suggests: testthat, R.rsp, PerformanceAnalytics</dc:relation>
  <dc:creator>Anthony Christidis &lt;anthony.christidis@stat.ubc.ca&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Anthony Christidis [aut, cre],
  Xin Chen [aut]</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2026-01-08</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=RPESE</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.RPESE</dc:identifier>
</oai_dc:dc>
