Before revision:  We also consider  the simple Bonferroni correction for multiple hypothesis testing, fixing it for the case of positive common correlation among assets, and a chi-bar square test against one-sided alternatives  .
After revision:  We also consider the simple Bonferroni correction for multiple hypothesis testing, fixing it for the case of positive common correlation among assets, and a chi-bar square test against one-sided alternatives , Follman's test, and Hansen's asymptotic adjustments .