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Web thousands of alpha tests stefano giglio yale school of management, nber and cepr yuan liao department of economics,. A new framework to rigorously perform multiple hypothesis testing in linear asset. Web yuan liao thousands of alpha tests stefano giglio, yuan liao and dacheng xiu review of financial studies (2020, forthcoming). Web thousands of alpha tests. Data snooping, multiple testing, alpha testing, factor models, hedge fund performance, false discovery rate,.
A new framework to rigorously perform multiple hypothesis testing in linear asset. Web thousands of alpha tests. Web thousands of alpha tests stefano giglio yale school of management, nber and cepr yuan liao department of economics,. A new framework to rigorously perform multiple hypothesis testing in linear asset. Web yuan liao thousands of alpha tests stefano giglio, yuan liao and dacheng xiu review of financial studies (2020, forthcoming). Data snooping, multiple testing, alpha testing, factor models, hedge fund performance, false discovery rate,.
