Author:
López de Prado Marcos,Lipton Alex,Zoonekynd Vincent
Reference34 articles.
1. Time-Varying Risk Premia;R Anderson;Journal of Mathematical Economics,2011
2. Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-Of-Sample Performance;D Bailey;Notices of the American Mathematical Society,2014
3. Limitations of the Application of Fourfold Table Analysis to Hospital Data;J Berkson;Biometrics Bulletin,1946
4. Bloomberg GSAM US Equity Multi Factor Index;Blackrock;Bloomberg Professional Services -Indices. Available through the Bloomberg Terminal,2017