Analyzing the Performance of Multif actor Investment Strategies under a Multiple Testing Framework

Vincent Kendro; Hsu Yu-Chin; Lin Hsiou-Wei

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Analyzing the Performance of Multif actor Investment Strategies under a Multiple Testing Framework

机译：在多重测试框架下分析多方演员投资策略的绩效

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来源
《The Journal of Portfolio Management》 |2018年第4期|113-126|共14页
作者
Vincent Kendro; Hsu Yu-Chin; Lin Hsiou-Wei;
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作者单位

Acad Sinica Inst Econ Taipei Taiwan;

Acad Sinica Inst Econ Taipei Taiwan|Natl Cent Univ Dept Finance Taoyuan Taiwan;

Natl Taiwan Univ Dept Int Business Taipei Taiwan|Tunghai Univ Tunghai Taiwan;

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正文语种 eng
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机译：对不同投资策略的绩效进行多项测试

Analyzing the Performance of Multif actor Investment Strategies under a Multiple Testing Framework

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