Paskaramoorthy, A., van Zyl, T., & Gebbie, T. (2025). The bias of IID resampled backtests for rolling-window mean-variance portfolios.
Chicago Style (17th ed.) CitationPaskaramoorthy, Andrew, Terence van Zyl, and Tim Gebbie. The Bias of IID Resampled Backtests for Rolling-window Mean-variance Portfolios. 2025.
MLA (9th ed.) CitationPaskaramoorthy, Andrew, et al. The Bias of IID Resampled Backtests for Rolling-window Mean-variance Portfolios. 2025.
Warning: These citations may not always be 100% accurate.