Listen "In-Sample and Out-of-Sample Sharpe Ratios "
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.
More episodes of the podcast Investment Briefcase
Conditional Risk
06/01/2026
Risk and Return of Impact Investing Funds
30/12/2025
From Man vs. Machine to Man + Machine
25/12/2025
Portfolio Pumping in Mutual Fund Families
23/12/2025
Missing Values Handling for ML Portfolios
11/12/2025
Alpha or Beta of Hedge Fund Returns
09/12/2025
ZARZA We are Zarza, the prestigious firm behind major projects in information technology.