To cite 'PeerPerformance' in publications use:

Ardia, D., Boudt, K. (2018). 'PeerPerformance': Luck-corrected peer performance analysis in 'R'. version 2.2.1.

Ardia, D., Boudt, K. (2018). The peer performance ratios of hedge funds. Journal of Banking and Finance 87, pp 351-368 10.1016/j.jbankfin.2017.10.014

Ardia, D., Boudt, K. (2015). Testing equality of modified Sharpe ratios. Finance Research Letters 13, pp 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 = {2018},
    note = {version 2.2.1},
    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},
  }