1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.PM2026
Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning
Yan Liu, Ye Luo, Zigan Wang +1
Machine learning is central to empirical asset pricing, but portfolio construction still relies on point predictions and largely ignores asset-specific estimation uncertainty. We p…
stat.ME2020★ 1 cited
False (and Missed) Discoveries in Financial Economics
Campbell R. Harvey, Yan Liu
Multiple testing plagues many important questions in finance such as fund and factor selection. We propose a new way to calibrate both Type I and Type II errors. Next, using a doub…