Professor of Practice Antti Suhonen's paper accepted in the Journal of Portfolio Management
"Quantifying Backtest Overfitting in Alternative Beta Strategies", forthcoming in the Journal of Portfolio Management.
Quantifying Backtest Overfitting in Alternative Beta Strategies by Professor of Practice in Finance Antti Suhonen, Director and Founding Partner at Clear Alpha Matthias Lennkh and Vice President at Hitachi Solutions Asia Pacific Fabrice Perez is tentatively scheduled for the Spring 2017 issue of the Journal of Portfolio Management.
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