Results 201 to 210 of about 2,923 (211)

Fieller Stability Measure: a novel model-dependent backtesting approach

Journal of the Operational Research Society, 2015
Cristian Bravo, Sebastian Maldonado
exaly  

Backtesting lambda value at risk

European Journal of Finance, 2018
Ilaria Peri
exaly  

Backtesting and stress testing

2004
openaire   +1 more source

Backtesting a Trading Strategy

2023
openaire   +1 more source

Enhanced Backtesting for Practitioners

The Journal of Portfolio Management
Jacques Joubert, Dragan Sestovic, Illya Barziy, Walter Distaso, Marcos López de Prado   +4 more
openaire   +1 more source

Portfolio Backtesting

openaire   +1 more source

Backtesting Process

openaire   +1 more source

Backtesting and Stress Testing

2012
exaly  

Backtesting Risk Models

2015
openaire   +1 more source

Constrained Optimization and Backtesting

Christoph Scheuch, Stefan Voigt, Patrick Weiss, Christoph Frey   +3 more
openaire   +1 more source