Rethinking Performance Evaluation
NBER Working Paper No. 22134
---- Acknowledgments ----
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.