Michael C. O'Connor

MO'C Portfolio Analytics

Shelton, WA

United States

http://www.mocpa.com

SCHOLARLY PAPERS

2

DOWNLOADS

92

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Fund and Subportfolio Momentum

Number of pages: 63 Posted: 03 May 2019
Michael C. O'Connor
MO'C Portfolio Analytics
Downloads 66 (461,045)

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 C. O'Connor
MO'C Portfolio Analytics
Downloads 26 (656,828)

Abstract:

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