Backtestability and the ridge backtest (Q6187723)
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scientific article; zbMATH DE number 7788146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backtestability and the ridge backtest |
scientific article; zbMATH DE number 7788146 |
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Backtestability and the ridge backtest (English)
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15 January 2024
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backtestability
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elicitability
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expected shortfall
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value at risk
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sharp backtests
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ridge backtests
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