The bias of IID resampled backtests for rolling-window mean-variance portfolios

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Paskaramoorthy, Andrew, van Zyl, Terence, Gebbie, Tim
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2505.06383