Backtesting
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Elsevier BV
Reference60 articles.
1. Technical trading revisited: False discoveries, persistence tests, and transaction costs;Pierre Bajgrowicz;Journal of Financial Economics,2012
2. False discoveries in mutual fund performance: Measuring luck in estimated alphas;Laurent Barras;Journal of Finance,2010
3. The control of the false discovery rate in multiple testing under dependency;Yoav Benjamini;Annals of Statistics,2001
4. A step-down multiple hypotheses testing procedure that controls the false discovery rate under independence;Yoav Benjamini;Journal of Statistical Planning and Inference,1999
5. Controlling the false discovery rate: A practical and powerful approach to multiple testing;Yoav Benjamini;Journal of the Royal Statistical Socitey. Series B,1995
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