Michael Christopher O'Connor

MO'C Portfolio Analytics

Shelton, WA

United States

http://www.mocpa.com

SCHOLARLY PAPERS

3

DOWNLOADS

233

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Fund and Subportfolio Momentum

Number of pages: 63 Posted: 03 May 2019
Michael Christopher O'Connor
MO'C Portfolio Analytics
Downloads 133 (404,423)

Abstract:

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Stock, Portfolio, Equities, Momentum, Funds, Factors, Alpha

2.

Revisiting Hypothesis Testing With the Sharpe Ratio

Number of pages: 23 Posted: 04 Apr 2022
Michael Christopher O'Connor
MO'C Portfolio Analytics
Downloads 59 (675,012)

Abstract:

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Sharpe ratio, p-value, statistics, correlation coefficient, robust

3.

Replication of Past Portfolio Outperformance: Dutiful Quant Spins Cautionary Tale With Resolution

Number of pages: 28 Posted: 08 Feb 2023
Michael Christopher O'Connor
MO'C Portfolio Analytics
Downloads 41 (788,813)

Abstract:

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replication, p-value, cross-validation, multiple hypotheses, FDR