On false discoveries of standard t-tests in investment management applications
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DOI: 10.1007/s11846-021-00453-0
Abstract: Financial managers routinely use the one-sample t-test to evaluate whether the mean returns of investment assets, strategies or funds are significantly different from zero. Simultaneously, however, they often ignore the fact that its application is… read more here.
Keywords: tests investment; investment management; discoveries standard; false discoveries ... See more keywords