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Implementation Risk in Portfolio Backtesting: A Previously Unquantified Source of Error

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yin, Dong, Miki, Takeshi, Lesnichenko, Vladislav, Gural, Vasyl
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management Computational Engineering, Finance, and Science Risk Management 91g70, 62p05, 91-04 J.1; I.6.6; D.2.5
Online Access:	Acceder al recurso
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