On the public citation graph

Bayes is All You Need: Better Estimates of True Sharpe Ratios

https://doi.org/10.2139/ssrn.6300138
0 signed · 38 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s11634-020-00413-8openalex-snapshot
Adaptive sparse group LASSO in quantile regression
inferredcites →https://doi.org/10.1016/0304-405x(95)00868-fopenalex-snapshot
Commonality in the determinants of expected stock returns
inferredcites →https://doi.org/10.1016/0377-0427(87)90125-7openalex-snapshot
Silhouettes: A graphical aid to the interpretation and validation of cluster analysis
inferredcites →https://doi.org/10.1016/j.jempfin.2008.03.002openalex-snapshot
Robust performance hypothesis testing with the Sharpe ratio
inferredcites →https://doi.org/10.1016/j.jfineco.2005.12.009openalex-snapshot
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
inferredcites →https://doi.org/10.1016/j.jfineco.2013.10.005openalex-snapshot
Betting against beta
inferredcites →https://doi.org/10.1016/j.jfineco.2021.04.014openalex-snapshot
Lucky factors
inferredcites →https://doi.org/10.1016/s0304-405x(02)00064-8openalex-snapshot
Mutual fund performance and seemingly unrelated assets
inferredcites →https://doi.org/10.1016/s1573-4412(05)80005-4openalex-snapshot
Chapter 36 Large sample estimation and hypothesis testing
inferredcites →https://doi.org/10.1038/s41592-019-0686-2openalex-snapshot
SciPy 1.0: fundamental algorithms for scientific computing in Python
inferredcites →https://doi.org/10.1038/s42256-019-0138-9openalex-snapshot
From local explanations to global understanding with explainable AI for trees
inferredcites →https://doi.org/10.1080/00029890.2021.1965068openalex-snapshot
The False Strategy Theorem: A Financial Application of Experimental Mathematics
inferredcites →https://doi.org/10.1080/00401706.1960.10489895openalex-snapshot
The Percentile Points of Distributions Having Known Cumulants
inferredcites →https://doi.org/10.1080/01621459.1963.10500845openalex-snapshot
Hierarchical Grouping to Optimize an Objective Function
inferredcites →https://doi.org/10.1080/01621459.1975.10479864openalex-snapshot
Data Analysis Using Stein's Estimator and its Generalizations
inferredcites →https://doi.org/10.1080/01621459.2000.10474219openalex-snapshot
On Profile Likelihood
inferredcites →https://doi.org/10.1080/01621459.2014.951444openalex-snapshot
Tuning Parameter Selection for the Adaptive Lasso Using ERIC
inferredcites →https://doi.org/10.1080/14697688.2019.1622311openalex-snapshot
Detection of false investment strategies using unsupervised learning methods
inferredcites →https://doi.org/10.1093/aje/kwt245openalex-snapshot
Maximum Likelihood, Profile Likelihood, and Penalized Likelihood: A Primer
inferredcites →https://doi.org/10.1093/rapstu/raaa003openalex-snapshot
An Evaluation of Alternative Multiple Testing Methods for Finance Applications
inferredcites →https://doi.org/10.1093/rfs/hhaa111openalex-snapshot
Thousands of Alpha Tests
inferredcites →https://doi.org/10.1093/rfs/hhac048openalex-snapshot
Competition for Attention in the ETF Space
inferredcites →https://doi.org/10.1093/rfs/hhu040openalex-snapshot
Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
inferredcites →https://doi.org/10.1093/rfs/hhv059openalex-snapshot
Editor's Choice … and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.1093/rfs/hhy014openalex-snapshot
Detecting Repeatable Performance
inferredcites →https://doi.org/10.1093/rfs/hhz024openalex-snapshot
The Fix Is In: Properly Backing out Backfill Bias
inferredcites →https://doi.org/10.1111/0022-1082.00319openalex-snapshot
Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation
inferredcites →https://doi.org/10.1111/j.1467-9868.2011.01016.xopenalex-snapshot
Adjusted Bayesian Inference for Selected Parameters
inferredcites →https://doi.org/10.1111/jofi.12365openalex-snapshot
Does Academic Research Destroy Stock Return Predictability?
inferredcites →https://doi.org/10.1111/jofi.12951openalex-snapshot
False (and Missed) Discoveries in Financial Economics
inferredcites →https://doi.org/10.1111/jofi.13096openalex-snapshot
Skill, Scale, and Value Creation in the Mutual Fund Industry
inferredcites →https://doi.org/10.1111/jofi.13249openalex-snapshot
Is There a Replication Crisis in Finance?
inferredcites →https://doi.org/10.1201/9781003181057openalex-snapshot
The Sharpe Ratio
inferredcites →https://doi.org/10.1214/aoms/1177697104openalex-snapshot
A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
inferredcites →https://doi.org/10.1214/aoms/1177706538openalex-snapshot
Maximum-Likelihood Estimation of Parameters Subject to Restraints
inferredcites →https://doi.org/10.2469/faj.v60.n5.2657openalex-snapshot
Hedge Fund Benchmarks: A Risk-Based Approach
inferredcites →https://doi.org/10.2469/faj.v65.n3.6openalex-snapshot
Measurement Biases in Hedge Fund Performance Data: An Update
inferredcites →https://doi.org/10.3905/jfds.2019.1.099openalex-snapshot
A Data Science Solution to the Multiple-Testing Crisis in Financial Research
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.