What Threshold Should be Applied to Tests of Factor Models?
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下载链接：
https://www.nber.org/papers/w34898
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资源简介：
Researchers generally acknowledge that statistical tests must be adjusted when hundreds of factors and trading strategies have been examined. But how should these adjustments be made? Existing methods are often misunderstood or misapplied. We show that proper inference requires accounting for
提供机构：
美国国家经济研究局
创建时间：
2026-03-01
