An uncertainty quantification framework for the achievability of backtesting results of trading strategies
Raymond Hon-Fu Chan, Alfred Ka-Chun Ma and Lanston Lane-Chun Yeung
| Year of publication: |
September 2017
|
|---|---|
| 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 | Portfolio-Management | Portfolio selection | Simulation | Risiko | Risk | Theorie | Theory | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2017.089 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011771278