Does the portfolio performance resemble a realistic out-of-sample backtesting procedure? Verify the robustness of the results by

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Does the portfolio performance resemble a realistic out-of-sample backtesting procedure? Verify the robustness of the results by first estimating

ˆθ based on past data only. Then, use more recent periods to evaluate the actual portfolio performance.

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Tidy Finance With R

ISBN: 9781032389349

1st Edition

Authors: Christoph Scheuch, Stefan Voigt, Patrick Weiss

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Question Posted: Oct 22, 2024 10:00 AM

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Does the portfolio performance resemble a realistic out-of-sample backtesting procedure? Verify the robustness of the results by

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Tidy Finance With R

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