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Resampling vs. shrinkage for benchmarked managers
Wolf, Michael - 2006
Persistent link: https://www.econbiz.de/10003294032
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Robust Performance hypothesis testing with the Sharpe ratio
Wolf, Michael - 2007
Persistent link: https://www.econbiz.de/10003513075
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Consonance and the closure method in multiple testing
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - 2009
Persistent link: https://www.econbiz.de/10003942222
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Hypothesis testing in econometrics
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - 2009
Persistent link: https://www.econbiz.de/10003942223
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Fund-of-funds construction by statistical multiple testing methods
Wolf, Michael; Wunderli, Dan - 2009
Persistent link: https://www.econbiz.de/10003942225
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Balanced control of generalized error rates
Romano, Joseph P.; Wolf, Michael - 2008
Persistent link: https://www.econbiz.de/10003804164
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Optimal testing of multiple hypotheses with common effect direction
Bittman, Richard M.; Romano, Joseph P.; Vallarino, Carlos; … - 2008 - July 2008
Persistent link: https://www.econbiz.de/10003805687
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Nonlinear shrinkage estimation of large-dimensional covariance matrices
Ledoit, Olivier; Wolf, Michael - 2010
Persistent link: https://www.econbiz.de/10008988598
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Robust performance hypothesis testing with the variance
Ledoit, Olivier; Wolf, Michael - 2010
Persistent link: https://www.econbiz.de/10008988601
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Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P.; Wolf, Michael - 2006
Persistent link: https://www.econbiz.de/10003338175