Data snooping bias in the performance evaluation of asset allocation strategies

WU Wensheng, HAN Qiheng, CAO Zhiguang

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (11) : 2762-2775.

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (11) : 2762-2775. DOI: 10.12011/1000-6788(2018)11-2762-14

Data snooping bias in the performance evaluation of asset allocation strategies

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(11): 2762-2775 https://doi.org/10.12011/1000-6788(2018)11-2762-14

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