Quantifying Backtest Overfitting in Alternative Beta...

The Journal of Portfolio Management 2017 / 01 Vol. 43; Iss. 2

Quantifying Backtest Overfitting in Alternative Beta Strategies

Suhonen, Antti, Lennkh, Matthias, Perez, Fabrice
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Volume:
43
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2017.43.2.090
Date:
January, 2017
File:
PDF, 1.00 MB
english, 2017
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