Author:
Cheng Enoch,Struck Clemens
Reference129 articles.
1. Risk Adjustment and Trading Strategies;Dong-Hyun Ahn;The Review of Financial Studies,2003
2. Advance information and asset prices;Rui Albuquerque;Journal of Economic Theory,2014
3. The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-Normality;David H Bailey;The Journal of Portfolio Management,2014
4. Rare Disasters and Asset Markets in the Twentieth Century*;Robert J Barro;The Quarterly Journal of Economics,2006
5. Momentum has its moments;Pedro Barroso;Journal of Financial Economics,2015