Analyzing the Performance of Multifactor Investment Strategies under a Multiple Testing Framework
Kendro Vincent, Yu-Chin Hsu and Hsiou-Wei Lin
The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 113-126; DOI: https://doi.org/10.3905/jpm.2018.44.4.113
Kendro Vincent
is a postdoctoral fellow in the Institute of Economics at Academia Sinica in Taipei, Taiwan
Yu-Chin Hsu
is an associate research fellow in the Institute of Economics at Academia Sinica in Taipei, Taiwan, and an associate professor in the Department of Finance at National Central University in Taoyuan, Taiwan
Hsiou-Wei Lin
is a professor in the Department of International Business at the National Taiwan University in Taipei, Taiwan, and Tunghai University in Tunghai, Taiwan
Explore our content to discover more relevant research
In this issue
The Journal of Portfolio Management
Vol. 44, Issue 4
Quantitative Special Issue 2018
Analyzing the Performance of Multifactor Investment Strategies under a Multiple Testing Framework
Kendro Vincent, Yu-Chin Hsu, Hsiou-Wei Lin
The Journal of Portfolio Management Mar 2018, 44 (4) 113-126; DOI: 10.3905/jpm.2018.44.4.113