NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Rethinking Performance Evaluation

Campbell R. Harvey, Yan Liu

NBER Working Paper No. 22134
Issued in March 2016

---- Acknowledgements ----

A discussion with Neil Shephard provided the genesis for this paper - we are grateful. We appreciate the comments of Yong Chen, Wayne Ferson, Juhani Linnainmaa, David Ng, Lubos Pastor, and Luke Taylor. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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