Performance measurement
- Pest Control: Eliminating Nuisance Allocations through Empirical Asset Class IdentificationChao Ma, Brian Jacobsen and Wai LeeThe Journal of Financial Data Science July 2019, 1 (3) 29-40; DOI: https://doi.org/10.3905/jfds.2019.1.006
- Industry Return Predictability: A Machine Learning ApproachDavid E. Rapach, Jack K. Strauss, Jun Tu and Guofu ZhouThe Journal of Financial Data Science July 2019, 1 (3) 9-28; DOI: https://doi.org/10.3905/jfds.2019.1.3.009
- Computation of Implementation Shortfall for Algorithmic Trading by Sequence AlignmentRaymond Chan, Kelvin Kan and Alfred MaThe Journal of Financial Data Science July 2019, 1 (3) 88-97; DOI: https://doi.org/10.3905/jfds.2019.1.3.088
- The ETS Challenges: A Machine Learning Approach to the Evaluation of Simulated Financial Time Series for Improving Generation ProcessesJavier Franco-Pedroso, Joaquin Gonzalez-Rodriguez, Maria Planas, Jorge Cubero, Rafael Cobo and Fernando PablosThe Journal of Financial Data Science July 2019, 1 (3) 68-86; DOI: https://doi.org/10.3905/jfds.2019.1.3.068
- When More Or Less Is Less: Managers’ ClichésJulia Klevak, Joshua Livnat and Kate SuslavaThe Journal of Financial Data Science July 2019, 1 (3) 57-67; DOI: https://doi.org/10.3905/jfds.2019.1.3.057
- A Data Science Solution to the Multiple-Testing Crisis in Financial ResearchMarcos López de PradoThe Journal of Financial Data Science January 2019, 1 (1) 99-110; DOI: https://doi.org/10.3905/jfds.2019.1.099
- Introducing Objective Benchmark-Based Attribution in Private EquitySidney C. Porter and Sheridan PorterThe Journal of Financial Data Science January 2019, 1 (1) 130-140; DOI: https://doi.org/10.3905/jfds.2019.1.1.130
- The World Has Changed: Investing in the New EconomyJeffrey B. MaddenThe Journal of Wealth Management July 2019, 22 (2) 87-98; DOI: https://doi.org/10.3905/jwm.2019.1.076
- Profits Are Here: Spread Performance on the Indian Stock MarketPeeyush BangurThe Journal of Wealth Management July 2019, 22 (2) 50-65; DOI: https://doi.org/10.3905/jwm.2019.1.073
- The Bucket Approach for Retirement: A Suboptimal Behavioral Trick?Javier EstradaThe Journal of Investing July 2019, 28 (5) 54-68; DOI: https://doi.org/10.3905/joi.2019.1.093
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