1001 Sherbrooke St. West
Montreal, Quebec H3A1G5 H3A 2M1
McGill University - Desautels Faculty of Management
in Total Papers Downloads
in Total Papers Citations
Mutual Fund Performance, Multiple-Hypothesis Test, Luck, False Discovery Rate
Hedge Fund Performance, Return Predictability, Combination Forecasts
portfolio management, international diversification, asset pricing models, conditioning information
Variance Risk Premium, Option, Equity, Financial Intermediaries
variance risk premium, option, equity, financial intermediaries
Factor-Timing, Asset-Selectivity, Forecast Persistence, Estimation Risk, Trading Costs
Asset Pricing, Model Comparison, Large Cross-Section
Conditional Asset Allocation, Predictability, Specification Uncertainty, Performance Measurement
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