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subject:"Portfolio-Management"
~isPartOf:"Journal of empirical finance"
~person:"Yan, Cheng"
~subject:"1984-2000"
~subject:"Conflicts of interest"
~subject:"hedge funds"
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Improved inference for fund alphas using high-dimensional cross-sectional tests
Cheng, Tingting
;
Yan, Cheng
;
Yan, Yayi
- In:
Journal of empirical finance
61
(
2021
),
pp. 57-81
Persistent link: https://www.econbiz.de/10012693236
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