An uncertainty quantification framework for the achievability of backtesting results of trading strategies
Year of publication: |
September 2017
|
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Authors: | Chan, Raymond H. ; Ma, Alfred Ka Chun ; Yeung, Lanston Lane-Chun |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 6.2017, 4, p. 21-46
|
Subject: | uncertainty quantification | quantitative trading strategies | trading strategies | risk management | financial simulation | Risikomanagement | Risk management | Simulation | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risiko | Risk |
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