Backtestability and the ridge backtest
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Publication:6187723
DOI10.3934/fmf.2023019OpenAlexW4387757079MaRDI QIDQ6187723
Publication date: 15 January 2024
Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/fmf.2023019
Nonparametric hypothesis testing (62G10) Statistical methods; risk measures (91G70) Prediction theory (aspects of stochastic processes) (60G25)
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