Analyzing the performance of multifactor investment strategies under a multiple testing framework

Journal

Journal of Portfolio Management

Journal Volume

44

Journal Issue

4

Pages

113-126

Date Issued

2018

Author(s)

Vincent K.

Hsu Y.-C.

HSIOU-WEI W. LIN

DOI

10.3905/jpm.2018.44.4.113

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459499

URL

https://www2.scopus.com/inward/record.uri?eid=2-s2.0-85049130672&doi=10.3905%2fjpm.2018.44.4.113&partnerID=40&md5=e534bfeda5b6e1246e62a4c1a1dba03b

SDGs

[SDGs]SDG8

Type

journal article