| dc.contributor.author | Falck, Antoine | |
| dc.contributor.author | Rej, Adam | |
| dc.contributor.author | Thesmar, David | |
| dc.date.accessioned | 2025-11-14T15:32:37Z | |
| dc.date.available | 2025-11-14T15:32:37Z | |
| dc.date.issued | 2022-08-08 | |
| dc.identifier.uri | https://hdl.handle.net/1721.1/163650 | |
| dc.description.abstract | Published anomalies evaluated outside the data sample deliver about 50% of in-sample performance. | en_US |
| dc.language.iso | en | |
| dc.publisher | Taylor & Francis | en_US |
| dc.relation.isversionof | https://doi.org/10.1080/14697688.2022.2098810 | en_US |
| dc.rights | Creative Commons Attribution-NonCommercial-NoDerivatives | en_US |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-nd/4.0/ | en_US |
| dc.source | Taylor & Francis | en_US |
| dc.title | When do systematic strategies decay? | en_US |
| dc.type | Article | en_US |
| dc.identifier.citation | Falck, A., Rej, A., & Thesmar, D. (2022). When do systematic strategies decay? Quantitative Finance, 22(11), 1955–1969. | en_US |
| dc.contributor.department | Sloan School of Management | en_US |
| dc.relation.journal | Quantitative Finance | en_US |
| dc.eprint.version | Final published version | en_US |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | en_US |
| eprint.status | http://purl.org/eprint/status/PeerReviewed | en_US |
| dc.date.updated | 2025-11-14T15:26:49Z | |
| dspace.orderedauthors | Falck, A; Rej, A; Thesmar, D | en_US |
| dspace.date.submission | 2025-11-14T15:26:51Z | |
| mit.journal.volume | 22 | en_US |
| mit.journal.issue | 11 | en_US |
| mit.license | PUBLISHER_CC | |
| mit.metadata.status | Authority Work and Publication Information Needed | en_US |
