code and data for the paper "In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models"

This folder contains the data and code for the paper "In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models."Figures.zip contains the matlab programs and functions to generate the figures in the paper. In addition, the "readme.txt" contains detailed description of the files. Tables.zip contains the matlab datasets, programs, and functions to generate the tables in the paper. In addition, the "readme.txt" contains detailed description of the files.