Being honest in backtest reporting : a template for disclosing multiple tests
Frank J. Fabozzi and Marcos López de Prado
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011980764