a. What are the major disadvantages of the walk-forward method for backtesting? b. How does the resampling

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a. What are the major disadvantages of the walk-forward method for backtesting?

b. How does the resampling method for backtesting address one of the main disadvantages of the walk-forward method?

c. What is the objective of the resampling method for backtesting?

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Bond Markets Analysis And Strategies

ISBN: 9780253337535

10th Edition

Authors: Frank J. Fabozzi, Francesco A. Fabozzi

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Question Posted: Jan 21, 2024 12:07 PM

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a. What are the major disadvantages of the walk-forward method for backtesting? b. How does the resampling

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a The major disadvantages of the walkforward method for backtesting include 1 It may not be represen...View the full answer

Bond Markets Analysis And Strategies

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