Being honest in backtest reporting : a template for disclosing multiple tests
Year of publication: |
2018
|
---|---|
Authors: | Fabozzi, Frank J. ; López de Prado, Marcos M. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 45.2018, 1, p. 141-147
|
Subject: | Statistischer Test | Statistical test | Unternehmenspublizität | Corporate disclosure | USA | United States |
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