Anomalies and False Rejections

Chordia, Tarun, Goyal, Amit, Saretto, Alessio·2017·Review of Financial Studies

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Items 101–200 of 200

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  78. A Co-evolutionary Genetic Programming Framework for Market-Adaptive Formulaic Alpha Generation
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  82. The ZCAPM and Large Online Datasets of Anomaly Portfolio Returns
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  83. Further Tests of Asset Pricing Models and Anomaly Portfolio Returns
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  89. Selection versus diversification in noisy alpha environments
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  90. Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing
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