1. Which alpha?;F Barillas;The Review of Financial Studies,2017
2. Model comparison with sharpe ratios;F Barillas;Journal of Financial and Quantitative Analysis,2019
3. Inference on treatment effects after selection among high-dimensional controls;A Belloni;The Review of Economic Studies,2014
4. Spurious factors in linear asset pricing models;S Bryzgalova;LSE manuscript,2015