1.
The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides)
Number of pages: 44
Posted: 06 Sep 2017
Last Revised: 04 Oct 2018
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
17,974
2.
Risk Management for Hedge Funds: Introduction and Overview
Number of pages: 36
Posted: 13 Sep 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Risk Management for Hedge Funds: Introduction and Overview
Number of pages: 36
Posted: 13 Sep 2001
Downloads
17,699
Risk Management for Hedge Funds: Introduction and Overview
Financial Analysts Journal, Vol. 57, No. 6, November/December 2001
Posted: 31 Jul 2001
Downloads
17,699
3.
Performance of Private Equity Funds
EFA 2005 Moscow Meetings
Number of pages: 50
Posted: 07 Aug 2005
Last Revised: 28 Mar 2008
Working Paper Series
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads
15,879
4.
Squaring Venture Capital Valuations with Reality
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57
Posted: 22 Apr 2017
Last Revised: 10 Dec 2019
Accepted Paper Series
University of British Columbia (UBC) - Sauder School of Business and Stanford University - Graduate School of Business
There are 2 versions of this paper
Squaring Venture Capital Valuations with Reality
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57
Posted: 22 Apr 2017
Last Revised: 10 Dec 2019
Downloads
15,745
Squaring Venture Capital Valuations with Reality
NBER Working Paper No. w23895
Number of pages: 59
Posted: 09 Oct 2017
Downloads
90
Downloads
15,745
5.
A Review of IPO Activity, Pricing and Allocations
Yale ICF Working Paper No. 02-01
Number of pages: 45
Posted: 09 Jan 2002
Working Paper Series
University of California, Los Angeles (UCLA) and University of Florida - Department of Finance, Insurance and Real Estate
There are 3 versions of this paper
A Review of IPO Activity, Pricing and Allocations
Yale ICF Working Paper No. 02-01
Number of pages: 45
Posted: 09 Jan 2002
Downloads
15,151
A Review of IPO Activity, Pricing, and Allocations
NBER Working Paper No. w8805
Number of pages: 45
Posted: 21 Feb 2002
Last Revised: 26 Oct 2010
Downloads
218
A Review of IPO Activity, Pricing, and Allocations
Journal of Finance, Vol. 57, pp. 1795-1828, 2002
Posted: 30 Dec 2003
Downloads
15,151
6.
Understanding the Securitization of Subprime Mortgage Credit
Wharton Financial Institutions Center Working Paper No. 07-43, FRB of New York Staff Report, No. 318
Number of pages: 82
Posted: 14 Dec 2007
Last Revised: 11 Mar 2008
Working Paper Series
Federal Reserve Bank of New York and Oliver Wyman
There are 2 versions of this paper
Understanding the Securitization of Subprime Mortgage Credit
Wharton Financial Institutions Center Working Paper No. 07-43, FRB of New York Staff Report, No. 318
Number of pages: 82
Posted: 14 Dec 2007
Last Revised: 11 Mar 2008
Downloads
14,206
Understanding the Securitization of Subprime Mortgage Credit
Foundations and Trends in Finance, Vol. 2, No. 3, pp. 191-309, 2006
Number of pages: 119
Posted: 14 Jun 2010
Downloads
15
Downloads
14,206
7.
How Do Venture Capitalists Make Decisions?
Stanford University Graduate School of Business Research Paper No. 16-33, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 477/2016
Number of pages: 95
Posted: 29 Jun 2016
Last Revised: 10 May 2017
Working Paper Series
Harvard Business School - Finance Unit, University of British Columbia (UBC) - Sauder School of Business, University of Chicago - Booth School of Business and Stanford University - Graduate School of Business
Downloads
12,945
8.
Building Diversified Portfolios that Outperform Out-of-Sample
Journal of Portfolio Management, 2016; https://doi.org/10.3905/jpm.2016.42.4.059.
Number of pages: 31
Posted: 17 Jul 2019
Last Revised: 17 Jul 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
12,077
9.
Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance
Notices of the American Mathematical Society, 61(5), May 2014, pp.458-471
Number of pages: 14
Posted: 12 Aug 2013
Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering and Western Michigan University
Downloads
12,024
10.
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU, Finance Working Paper No. 03-001
Number of pages: 43
Posted: 18 Mar 2003
Working Paper Series
Stockholm School of Economics and New York University (NYU) - Department of Finance
There are 7 versions of this paper
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU, Finance Working Paper No. 03-001
Number of pages: 43
Posted: 18 Mar 2003
Downloads
10,907
The Cash Flow, Return and Risk Characteristics of Private Equity
NBER Working Paper No. w9454
Number of pages: 43
Posted: 30 Jan 2003
Last Revised: 18 May 2010
Downloads
239
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. S-FI-03-01
Number of pages: 43
Posted: 11 Nov 2008
Downloads
198
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. FIN-03-001
Number of pages: 44
Posted: 03 Nov 2008
Downloads
138
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. S-DRP-03-01
Number of pages: 44
Posted: 07 Nov 2008
Downloads
67
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. S-CG-03-01
Number of pages: 44
Posted: 04 Nov 2008
Downloads
66
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. SC-AM-03-01
Number of pages: 43
Posted: 04 Nov 2008
Downloads
66
Downloads
10,907
11.
High-Frequency Trading
Number of pages: 86
Posted: 06 Jun 2011
Working Paper Series
Goethe University Frankfurt Faculty of Economics and Business Administration, Independent, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads
10,773
12.
The Probability of Backtest Overfitting
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of pages: 34
Posted: 16 Sep 2013
Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering and Western Michigan University
There are 2 versions of this paper
The Probability of Backtest Overfitting
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of pages: 34
Posted: 16 Sep 2013
Last Revised: 05 Jul 2015
Downloads
10,453
The Probability of Backtest Overfitting
Journal of Computational Finance, Forthcoming
Number of pages: 31
Posted: 21 Sep 2016
Downloads
10,453
13.
Can Hedge-Fund Returns Be Replicated?: The Linear Case
Number of pages: 54
Posted: 27 Aug 2006
Working Paper Series
Babson College - Finance Division and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Can Hedge-Fund Returns Be Replicated?: The Linear Case
Number of pages: 54
Posted: 27 Aug 2006
Downloads
9,874
Can Hedge-Fund Returns Be Replicated?: The Linear Case
Journal of Investment Management, Vol. 5, No. 2, Second Quarter 2007
Posted: 30 May 2007
Downloads
9,874
14.
Advances in Financial Machine Learning (Chapter 1)
Advances in Financial Machine Learning, Wiley, 1st Edition (2018); ISBN: 978-1-119-48208-6
Number of pages: 61
Posted: 19 Jan 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
9,486
15.
Differences and Similarities in Islamic and Conventional Banking
International Journal of Business and Social Sciences, Vol. 2, No. 2
Number of pages: 25
Posted: 21 Nov 2010
Last Revised: 28 Apr 2014
Accepted Paper Series
National University of Computer and Emerging Sciences (NUCES or FAST-NU) - FAST School of Business
Downloads
8,787
16.
The Market for Financial Adviser Misconduct
Journal of Political Economy, Forthcoming
Number of pages: 78
Posted: 29 Feb 2016
Last Revised: 29 Aug 2018
Accepted Paper Series
Harvard University - Business School (HBS), University of Texas at Austin - Department of Finance and Stanford University
There are 2 versions of this paper
The Market for Financial Adviser Misconduct
Journal of Political Economy, Forthcoming
Number of pages: 78
Posted: 29 Feb 2016
Last Revised: 29 Aug 2018
Downloads
8,459
The Market for Financial Adviser Misconduct
NBER Working Paper No. w22050
Number of pages: 79
Posted: 01 Mar 2016
Downloads
49
Downloads
8,459
17.
The Risk Profile of Private Equity
Number of pages: 33
Posted: 07 Feb 2004
Working Paper Series
QuantExperts and European Investment Fund
Downloads
8,445
18.
Economists' Hubris - The Case of Risk Management
Journal of Financial Transformation, Vol. 28, pp. 25-35, April 2010
Number of pages: 10
Posted: 16 Feb 2010
Last Revised: 17 Mar 2010
Accepted Paper Series
Capco Institute and Aston Business School
Downloads
8,350
19.
The 10 Reasons Most Machine Learning Funds Fail
Journalof Portfolio Management, Forthcoming
Number of pages: 21
Posted: 18 Jan 2018
Last Revised: 01 Jul 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
7,778
20.
Secret Liens and the Financial Crisis of 2008
American Bankruptcy Law Journal, Vol. 83, p. 253, 2009
Number of pages: 44
Posted: 05 Jan 2009
Last Revised: 16 Oct 2009
Accepted Paper Series
University of Southern California Gould School of Law
Downloads
6,951
21.
Capital Structure and Stock Returns
Yale ICF Working Paper No. 02-03; EFMA 2002 London Meetings
Number of pages: 35
Posted: 25 Jan 2002
Working Paper Series
University of California, Los Angeles (UCLA)
There are 2 versions of this paper
Capital Structure and Stock Returns
Yale ICF Working Paper No. 02-03; EFMA 2002 London Meetings
Number of pages: 35
Posted: 25 Jan 2002
Downloads
6,857
Capital Structure and Stock Returns
Journal of Political Economy, Vol. 112, No. 1, Pt. 1, pp. 106-31, February 2004
Posted: 25 Jan 2004
Downloads
6,857
22.
The ICO Gold Rush: It's a Scam, It's a Bubble, It's a Super Challenge for Regulators
University of Luxembourg Law Working Paper No. 11/2017, UNSW Law Research Paper No. 17-83, University of Hong Kong Faculty of Law Research Paper No. 2017/035, European Banking Institute Working Paper Series 18/2018, Harvard International Law Journal, Vol. 63, No. 2, 2019
Number of pages: 43
Posted: 19 Nov 2017
Last Revised: 18 Aug 2018
Working Paper Series
Universite du Luxembourg - Faculty of Law, Economics and Finance, University of New South Wales (UNSW) - Faculty of Law, The University of Hong Kong - Faculty of Law and Research Assistant @ ADA Chair in Financial Law (inclusive finance)
Downloads
6,517
23.
Inside the 'Black Box' of Sell-Side Financial Analysts
Journal of Accounting Research, Forthcoming, Fox School of Business Research Paper No. 15-042
Number of pages: 63
Posted: 04 Mar 2013
Last Revised: 24 Jan 2015
Working Paper Series
Temple University - Department of Accounting, Arizona State University (ASU) - School of Accountancy, University of Texas at Austin - Department of Accounting and Texas A&M University - Department of Accounting
There are 2 versions of this paper
Inside the 'Black Box' of Sell-Side Financial Analysts
Journal of Accounting Research, Forthcoming, Fox School of Business Research Paper No. 15-042
Number of pages: 63
Posted: 04 Mar 2013
Last Revised: 24 Jan 2015
Downloads
6,450
Inside the 'Black Box' of Sell-Side Financial Analysts
Journal of Accounting Research, Vol. 53, No. 1, 2015, Fox School of Business Research Paper No. 15-056
Posted: 03 Apr 2015
Last Revised: 16 Dec 2016
Downloads
6,450
24.
Measuring Loss Potential of Hedge Fund Strategies
Journal of Alternative Investments, Vol. 7, No. 1, pp. 7-31, Summer 2004
Number of pages: 25
Posted: 04 Jan 2005
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering and UBS Wealth Managment Research
Downloads
6,426
25.
Crowdfunding und Crowdinvesting: State-of-the-Art der wissenschaftlichen Literatur (Crowdfunding and Crowdinvesting: A Review of the Literature)
Zeitschrift für KMU und Entrepreneurship, Vol. 62, No. 1, pp. 57-89, 2014,
Number of pages: 32
Posted: 06 Jun 2013
Last Revised: 20 Jun 2015
Accepted Paper Series
University of Trier - Faculty of Management and University of Trier - Faculty of Management
Downloads
6,295
26.
Coin-Operated Capitalism
Columbia Law Review, Vol. 119, p. 591, 2019, U of Penn, Inst for Law & Econ Research Paper No. 18-37
Number of pages: 104
Posted: 18 Jul 2018
Last Revised: 31 May 2019
Accepted Paper Series
University of Pennsylvania, School of Engineering & Applied Science, University of Pennsylvania Law School, University of Pennsylvania Law School - Student/Alumni/Adjunct and University of Pennsylvania - Center for Technology, Innovation & Competition
Downloads
6,058
27.
From FinTech to TechFin: The Regulatory Challenges of Data-Driven Finance
New York University Journal of Law and Business, Forthcoming, European Banking Institute Working Paper Series 2017 - No. 6, University of Hong Kong Faculty of Law Research Paper No. 2017/007, University of Luxembourg Law Working Paper No. 2017-001
Number of pages: 41
Posted: 29 Apr 2017
Last Revised: 19 Dec 2019
Accepted Paper Series
Universite du Luxembourg - Faculty of Law, Economics and Finance, University of New South Wales (UNSW) - Faculty of Law, The University of Hong Kong - Faculty of Law and The University of Hong Kong - Faculty of Law
Downloads
5,842
28.
The Value of Synergy
Number of pages: 47
Posted: 14 Nov 2005
Working Paper Series
New York University - Stern School of Business
Downloads
5,533
29.
The Dark Side of Universal Banking: Financial Conglomerates and the Origins of the Subprime Financial Crisis
Connecticut Law Review, Vol. 41, No. 4, 2009, GWU Law School Public Law Research Paper No. 468, GWU Legal Studies Research Paper No. 468
Number of pages: 89
Posted: 13 May 2009
Accepted Paper Series
George Washington University Law School
Downloads
5,414
30.
Security Offerings
HANDBOOK OF CORPORATE FINANCE: EMPIRICAL CORPORATE FINANCE, Vol. 1, B. E. Eckbo, ed., Chapter 6, pp. 233-373, Elsevier/North-Holland Handbook of Finance Series, 2007, Tuck School of Business Working Paper No. 2005-28
Number of pages: 168
Posted: 06 Dec 2005
Last Revised: 03 May 2009
Accepted Paper Series
Tuck School of Business at Dartmouth, University of New South Wales, Sydney and BI Norwegian Business School - Department of Financial Economics
Downloads
5,216
31.
How Do Private Equity Investments Perform Compared to Public Equity?
Darden Business School Working Paper No. 2597259
Number of pages: 37
Posted: 23 Apr 2015
Last Revised: 19 Jun 2015
Working Paper Series
University of Virginia - Darden School of Business, University of Oxford - Said Business School and University of Chicago - Booth School of Business
Downloads
5,162
32.
Does Venture Capital Require an Active Stock Market?
As published in Journal of Applied Corporate Finance, pp. 36-48, Winter 1999
Number of pages: 30
Posted: 23 Mar 2000
Accepted Paper Series
Stanford Law School and Northwestern University - Pritzker School of Law
Downloads
5,131
33.
The 7 Reasons Most Econometric Investments Fail (Presentation Slides)
Number of pages: 39
Posted: 23 Apr 2019
Last Revised: 16 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
5,088
34.
The New Vote Buying: Empty Voting and Hidden (Morphable) Ownership
As published in Southern California Law Review, Vol. 79, pp. 811-908, 2006, University of Texas Law, Law and Econ Research Paper No. 53
Number of pages: 99
Posted: 05 Jun 2006
Last Revised: 10 Mar 2008
Accepted Paper Series
University of Texas at Austin - School of Law and Northwestern University - Pritzker School of Law
Downloads
5,017
35.
Skill vs. Luck in Entrepreneurship and Venture Capital: Evidence from Serial Entrepreneurs
Number of pages: 41
Posted: 02 Oct 2006
Working Paper Series
Harvard Business School - Finance Unit, Federal Reserve Bank of New York, Harvard Business School - Finance Unit and Harvard Business School - Finance Unit
There are 2 versions of this paper
Skill vs. Luck in Entrepreneurship and Venture Capital: Evidence from Serial Entrepreneurs
Number of pages: 41
Posted: 02 Oct 2006
Downloads
4,982
Skill vs. Luck in Entrepreneurship and Venture Capital: Evidence from Serial Entrepreneurs
NBER Working Paper No. w12592
Number of pages: 42
Posted: 20 Oct 2006
Last Revised: 29 Oct 2014
Downloads
202
Downloads
4,982
36.
Venture Capital and Private Equity: A Course Overview (2001 Update)
Number of pages: 36
Posted: 19 Aug 2001
Working Paper Series
Harvard Business School - Finance Unit
Downloads
4,928
37.
Employee Stock Options (Esops) and Restricted Stock: Valuation Effects and Consequences
Number of pages: 52
Posted: 14 Nov 2005
Working Paper Series
New York University - Stern School of Business
Downloads
4,849
38.
Is Portfolio Theory Harming Your Portfolio?
Number of pages: 14
Posted: 15 May 2011
Last Revised: 10 Jun 2011
Working Paper Series
Green River Asset Management
There are 2 versions of this paper
Is Portfolio Theory Harming Your Portfolio?
Number of pages: 14
Posted: 15 May 2011
Last Revised: 10 Jun 2011
Downloads
4,840
Is Portfolio Theory Harming Your Portfolio?
Journal of Applied Research in Accounting and Finance (JARAF), Vol. 6, No. 1, pp. 2-13, 2011
Number of pages: 19
Posted: 10 Nov 2011
Downloads
284
Downloads
4,840
39.
Stock Price Clustering on Option Expiration Dates
AFA 2005 Philadelphia Meetings
Number of pages: 53
Posted: 22 Mar 2004
Working Paper Series
Hong Kong Baptist University (HKBU), University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads
4,719
40.
Hot Markets, Investor Sentiment, and IPO Pricing
AFA 2004 San Diego Meetings; Twelfth Annual Utah Winter Finance Conference; Texas Finance Festival
Number of pages: 51
Posted: 02 Nov 2003
Working Paper Series
Stockholm School of Economics, University of Minnesota - Twin Cities - Carlson School of Management and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
There are 3 versions of this paper
Hot Markets, Investor Sentiment, and IPO Pricing
NYU Working Paper No. S-FI-01-05
Number of pages: 43
Posted: 11 Nov 2008
Downloads
219
Hot Markets, Investor Sentiment, and IPO Pricing
NYU Working Paper No. FIN-01-007
Number of pages: 43
Posted: 03 Nov 2008
Downloads
112
Hot Markets, Investor Sentiment and IPO Pricing
CEPR Discussion Paper No. 3053
Number of pages: 47
Posted: 29 Nov 2001
Downloads
69
Downloads
4,690
41.
Scale Effects in Mutual Fund Performance: The Role of Trading Costs
Number of pages: 41
Posted: 13 Dec 2006
Last Revised: 08 Jul 2009
Working Paper Series
Virginia Tech, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads
4,673
42.
Initial Coin Offerings
Number of pages: 49
Posted: 22 Apr 2018
Last Revised: 16 May 2019
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads
4,625
43.
Crypto-Securities Regulation: ICOs, Token Sales and Cryptocurrencies under EU Financial Law
15 European Company and Financial Law Review 645-696 (2018)
Number of pages: 45
Posted: 30 Nov 2017
Last Revised: 17 Apr 2019
Accepted Paper Series
Humboldt University of Berlin and Ruprecht-Karls Universität Heidelberg
Downloads
4,580
44.
The New Financial Deal: Understanding the Dodd-Frank Act and its (Unintended) Consequences
THE NEW FINANCIAL DEAL: UNDERSTANDING THE DODD-FRANK ACT AND ITS (UNINTENDED) CONSEQUENCES, Wiley, November 2010
, U of Penn, Inst for Law & Econ Research Paper No. 10-21
Number of pages: 14
Posted: 13 Oct 2010
Last Revised: 28 Oct 2010
Accepted Paper Series
University of Pennsylvania Law School
Downloads
4,574
45.
Hedge Funds, Insiders, and the Decoupling of Economic and Voting Ownership: Empty Voting and Hidden (Morphable) Ownership
Journal of Corporate Finance, vol. 13, pp. 343-367, 2007, ECGI - Law Working Paper No. 56/2006, McCombs Research Paper Series No. FIN-02-06, U of Texas Law, Law and Econ Research Paper No. 53
Number of pages: 31
Posted: 10 Jan 2006
Accepted Paper Series
University of Texas at Austin - School of Law and Northwestern University - Pritzker School of Law
Downloads
4,535
46.
Automated Trading with Boosting and Expert Weighting
Quantitative Finance, Vol. 4, No. 10, pp. 401–420 ,
Number of pages: 18
Posted: 17 Oct 2006
Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology, School of Business and University of California, San Diego
Downloads
4,532
47.
The Geography of Crowdfunding
NET Institute Working Paper No. 10-08
Number of pages: 57
Posted: 20 Oct 2010
Last Revised: 07 Sep 2014
Working Paper Series
University of Toronto - Rotman School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Toronto - Rotman School of Management
There are 2 versions of this paper
The Geography of Crowdfunding
NET Institute Working Paper No. 10-08
Number of pages: 57
Posted: 20 Oct 2010
Last Revised: 07 Sep 2014
Downloads
4,518
The Geography of Crowdfunding
NBER Working Paper No. w16820
Number of pages: 63
Posted: 28 Feb 2011
Last Revised: 29 Oct 2014
Downloads
313
Downloads
4,518
48.
ABS, MBS and CDO Compared: An Empirical Analysis
The Journal of Structured Finance, Vol. 14, 2008, pp. 27-45
Number of pages: 39
Posted: 27 Sep 2007
Last Revised: 04 Oct 2012
Accepted Paper Series
Nyenrode Business University and Vlerick Business School
Downloads
4,444
49.
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
EFA 2005 Moscow Meetings Paper
Number of pages: 51
Posted: 20 Jun 2005
Working Paper Series
University of California, Davis and University of California, Berkeley - Haas School of Business
There are 2 versions of this paper
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
EFA 2005 Moscow Meetings Paper
Number of pages: 51
Posted: 20 Jun 2005
Downloads
4,432
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
Review of Financial Studies, Vol. 21, No. 2, pp. 785-818, 2008
Posted: 26 Jun 2008
Downloads
4,432
50.
The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
Journal of Portfolio Management, 40 (5), pp. 94-107. 2014 (40th Anniversary Special Issue)
Number of pages: 22
Posted: 21 May 2019
Last Revised: 30 May 2019
Working Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial Engineering
Downloads
4,404
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