Being Honest in Backtest Reporting: A Template for Disclosing Multiple Tests

The Journal of Portfolio Management, Vol. 45, Issue 1, Fall 2018
 

Author(s):

Frank J. Fabozzi

EDHEC Business School

Marcos López de Prado

AQR Capital Management LLC
Cornell University, United States

The Journal of Portfolio Management, Vol. 45, Issue 1, Fall 2018
 

Type: Academic publication
Date: le 05/12/2018
Research Cluster : Finance
Source : The Journal of Portfolio Management

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