Backtestability and the ridge backtest (Q6187723): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.3934/fmf.2023019 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4387757079 / rank | |||
Normal rank | |||
Revision as of 10:46, 30 July 2024
scientific article; zbMATH DE number 7788146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backtestability and the ridge backtest |
scientific article; zbMATH DE number 7788146 |
Statements
Backtestability and the ridge backtest (English)
0 references
15 January 2024
0 references
backtestability
0 references
elicitability
0 references
expected shortfall
0 references
value at risk
0 references
sharp backtests
0 references
ridge backtests
0 references
