Individual skill
rfs-robustness
Use when results may be fragile or when multiple-testing / out-of-sample discipline is the bottleneck for a The Review of Financial Studies (RFS) manuscript. Builds the robustness battery referees will demand; does NOT design identification or write the rebuttal.
Review-of-Financial-Studies-Skills/skills/rfs-robustness/SKILL.md
Source commit 932eb23331721b16e967c59f093781be1928b498
What was checked
- Matches the observed repository HEAD
- Yes
- Scanner rules are current
- No
- Repository scan complete
- No
- Skill scan complete
- No
- Observed behavior
- Not checked yet
- Last checked
- Nov 9, 2026
These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.
Install this skill
Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.
An install command is unavailable: current rules, complete repository and skill scans, an eligible behavior level and a permitted license are required.
Repository context
- Repository stars (not skill ratings)
- 1,410
- Repository last updated
- Sep 27, 2026
- License
- MIT
Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.
- academic-writing Repository topic
- agent-skills Repository topic
- journal Repository topic
- academic-research Repository topic
- ai-agents Repository topic
- anthropic Repository topic
- awesome-list Repository topic
- claude Repository topic
- claude-code Repository topic
- economics Repository topic
- design Derived category
Files and excerpt
File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.
Read excerpt
# Robustness & Multiple-Testing Discipline (rfs-robustness)
## When to trigger
- The main result holds in one specification but you have not stress-tested it
- A new return predictor / cross-sectional anomaly is the central claim
- You tested many candidate variables and want to report the ones that "worked"
- Reviewers will ask "does this survive [alternative spec / subsample / period]?"
- Results may be sensitive to outliers, windsorization, or a single event
## The two robustness mandates at RFS
RFS punishes **fragile results** and, in cross-sectional asset pricing, **undisciplined multiple testing**. Build the battery proactively — a result that only the authors can reproduce in one specification is treated as no result.
