Work

A Data Science Solution to the Multiple-Testing Crisis in Financial Research

Year: 2019

Type: article

Source: The Journal of Financial Data Science

DOI: 10.3905/jfds.2019.1.099

Author: Marcos López de Prado

Institution: Cornell University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2920433191

FWCI: 4.302

Cites: 15

Cited by: 27

Related to: 10