Recent Trends in Empirical Finance

8 Pages Posted: 20 May 2019 Last revised: 30 May 2019

See all articles by Marcos Lopez de Prado

Marcos Lopez de Prado

Cornell University - Operations Research & Industrial Engineering; Abu Dhabi Investment Authority; True Positive Technologies

Date Written: August 1, 2015

Abstract

Financial economics is a surprisingly prolific, topic redundant, asocial field, where most papers go largely ignored. Author collaboration improves scientific output, and yet financial economics seems to be one of the least cooperative empirical fields. If these trends continue, financial economics may be in the path to become a pathological science, a collection of “cold fusion” claims.

Keywords: Econometrics, reproducibility, false positive, selection bias, multiple testing, empirical analysis

JEL Classification: G0, G1, G2, G15, G24, E44

Suggested Citation

López de Prado, Marcos and López de Prado, Marcos, Recent Trends in Empirical Finance (August 1, 2015). Journal of Portfolio Management, Vol. 41, No. 4, 2015, Available at SSRN: https://ssrn.com/abstract=2638760 or http://dx.doi.org/10.2139/ssrn.2638760

Marcos López de Prado (Contact Author)

Cornell University - Operations Research & Industrial Engineering ( email )

237 Rhodes Hall
Ithaca, NY 14853
United States

HOME PAGE: http://www.orie.cornell.edu

Abu Dhabi Investment Authority ( email )

211 Corniche Road
Abu Dhabi, Abu Dhabi PO Box3600
United Arab Emirates

HOME PAGE: http://www.adia.ae

True Positive Technologies ( email )

NY
United States

HOME PAGE: http://www.truepositive.com

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