Author:
Bajgrowicz Pierre,Scaillet Olivier
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference55 articles.
1. Adapting to unknown sparsity by controlling the false discovery rate;Abramovich;Annals of Statistics,2006
2. Using genetic algorithms to find technical trading rules;Allen;Journal of Financial Economics,1999
3. False discoveries in mutual fund performance: measuring luck in estimated alphas;Barras;Journal of Finance,2010
4. Controlling the false discovery rate: a practical and powerful approach to multiple testing;Benjamini;Journal of the Royal Statistical Society, Series B,1995
5. The control of the false discovery rate in multiple testing under dependency;Benjamini;Annals of Statistics,2001
Cited by
193 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献