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Replicating anomalies
Hou, Kewei; Xue, Chen; Zhang, Lu - 2017
Persistent link: https://www.econbiz.de/10011664806
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Hedge fund analysis : risk dynamics, performance, style and classification
Criton, Gilles - 2011
; Kernel methods ; Multiple structural breaks ; Multiple hypothesis testing ; False Discovery Rate ; Panel data ; Clustering …
Persistent link: https://www.econbiz.de/10009666912
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Replicating anomalies
Hou, Kewei; Xue, Chen; Zhang, Lu - In: The review of financial studies 33 (2020) 5, pp. 2019-2133
Persistent link: https://www.econbiz.de/10012244729