Is trading indicator performance robust? : evidence from scenario building
Andreas Thomann
| Year of publication: |
2020
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|---|---|
| Authors: | Thomann, Andreas |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 9.2020, 1, p. 1-22
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| Subject: | trading indicator | trading strategy | performance robustness | performance evaluation | filtered historical simulation | scenario building | Simulation | Wirtschaftsindikator | Economic indicator | Robustes Verfahren | Robust statistics | Szenariotechnik | Scenario analysis | Internationale Wirtschaft | International economy | Performance-Messung | Performance measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2020.119 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012597115