Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Marcos López de Prado

The Probability of Backtest Overfitting

Journal of Computational Finance

Applied Mathematics

Computer Science Applications

English

Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-Of-Sample Performance

Notices of the American Mathematical Society

English

The Strategy Approval Decision: A Sharpe Ratio Indifference Curve Approach

Algorithmic Finance

Computational Mathematics

Computer Vision

Computer Science Applications

Pattern Recognition

English

Related publications

Corporate Political Contributions and Stock Returns

Journal of Finance

English

How Do Quasi-Random Option Grants Affect CEO Risk-Taking?

Journal of Finance

English

Self-Fulfilling Liquidity Dry-Ups

Journal of Finance

English

CEO Preferences and Acquisitions

Journal of Finance

English

Asset Quality Misrepresentation by Financial Intermediaries: Evidence From the RMBS Market

Journal of Finance

English

Ambiguous Information, Portfolio Inertia, and Excess Volatility

Journal of Finance

English

Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status

Journal of Finance

English

Incentivizing Calculated Risk-Taking: Evidence From an Experiment With Commercial Bank Loan Officers

Journal of Finance

English

Learning From Coworkers: Peer Effects on Individual Investment Decisions

Journal of Finance

English

Executive Compensation and the Maturity Structure of Corporate Debt

Journal of Finance

English