Analyzing the Performance of Multifactor Investment Strategies under a Multiple Testing Framework

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/58072

Title:	Analyzing the Performance of Multifactor Investment Strategies under a Multiple Testing Framework
Authors:	Vincent, K Hsu, Y-C Lin, H-W
Issue Date:	2018
Relation:	JOURNAL OF PORTFOLIO MANAGEMENT 44(4), SI, 113-126
URI:	http://ir.sinica.edu.tw/handle/201000000A/58072
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0095-4918&DestApp=JCR&RQ=IF_CAT_BOXPLOT
Appears in Collections:	經濟研究所

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