In-Sample and Out-of-Sample Sharpe Ratios

18/12/2025 12 min Episodio 53
In-Sample and Out-of-Sample Sharpe Ratios

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Episode Synopsis


AI-generated podcast for this research article:Raymond Kan, Xiaolu Wang, and Xinghua Zheng, "In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models," Journal of Financial Economics, 2024, 155, 103837.