An evaluation of alternative multiple testing methods for finance applications

CR Harvey, Y Liu, A Saretto - The Review of Asset Pricing …, 2020 - academic.oup.com
In almost every area of empirical finance, researchers confront multiple tests. One high-
profile example is the identification of outperforming investment managers, many of whom …

Which factors are risk factors in asset pricing? A model scan framework

S Chib, X Zeng - Journal of Business & Economic Statistics, 2020 - Taylor & Francis
A key question for understanding the cross-section of expected returns of equities is the
following: which factors, from a given collection of factors, are risk factors, equivalently …

In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models

R Kan, X Wang, X Zheng - Journal of Financial Economics, 2024 - Elsevier
Using available return data, many multi-factor asset pricing models present impressive in-
sample Sharpe ratios, significantly surpassing that of the market portfolio. Such a …

The corporate bond factor zoo

A Dickerson, C Julliard, P Mueller - Available at SSRN, 2023 - papers.ssrn.com
Analyzing over 562 trillion possible models, we find that the majority of tradable factors
designed to price bond markets are unlikely sources of priced risk, and only one novel …