EXECUTIVE SUMMARIES - Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
| Year of publication: |
2002
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|---|---|
| Authors: | Barone-Adesi, Giovanni ; Giannopoulos, Kostas ; Vosper, Les |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 8.2002, 1, p. 31-58
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