Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
| Year of publication: |
2002
|
|---|---|
| Authors: | Barone-Adesi, Giovanni ; Giannopoulos, Kostas ; Vosper, Les |
| Published in: |
European Financial Management. - European Financial Management Association - EFMA. - Vol. 8.2002, 1, p. 31-58
|
| Publisher: |
European Financial Management Association - EFMA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005309499