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

Vincent K.Hsu Y.-C.HSIOU-WEI W. LIN2020-02-152020-02-152018https://scholars.lib.ntu.edu.tw/handle/123456789/459499[SDGs]SDG8Analyzing the performance of multifactor investment strategies under a multiple testing frameworkjournal article10.3905/jpm.2018.44.4.113https://www2.scopus.com/inward/record.uri?eid=2-s2.0-85049130672&doi=10.3905%2fjpm.2018.44.4.113&partnerID=40&md5=e534bfeda5b6e1246e62a4c1a1dba03b