A review of backtesting and backtesting procedures
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KeywordsRisk management ; Bank investments;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-06-14 (All new papers)
- NEP-ECM-2005-06-14 (Econometrics)
- NEP-RMG-2005-06-14 (Risk Management)
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