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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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Exact and approximate stepdown methods for multiple hypothesis testing
Romano, Joseph P. (contributor); Wolf, Michael (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110443
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Formalized data snooping based on generalized error rates
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - In: Econometric theory 24 (2008) 2, pp. 404-447
Persistent link: https://www.econbiz.de/10003894203
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Control of the false discovery rate under dependence using the bootstrap and subsampling
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - 2008 - Dec. 2008
Persistent link: https://www.econbiz.de/10003684359
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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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Hypothesis testing in econometrics
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - In: Annual review of economics 2 (2010), pp. 75-104
Persistent link: https://www.econbiz.de/10008659710
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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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Alternative tests for monotonicity in expected asset returns
Romano, Joseph P.; Wolf, Michael - 2011
Persistent link: https://www.econbiz.de/10009260813