RePEcTrading, Microstructure & Execution
Backtestability and the Ridge Backtest
The article proposes a formal definition of backtestability for a statistical functional of a distribution and explores its connection with elicitability and identifiability.
Featured in No. 30 on 20 Dec 2023 · on release day
- Released
- 20 Dec 2023
- First featured
- No. 30 · 20 Dec 2023
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- Not yet, as far as Semantic Scholar knows
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- 19
- Identifier
- RePEc:wsi:wschap:9789811280306_0003
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