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"An overview and framework for PD backtesting and benchmarking."

G. Castermans et al. (2010)

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DOI: 10.1057/JORS.2009.69

access: closed

type: Journal Article

metadata version: 2020-06-08

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  - https://dblp.org/rec/journals/jors/CastermansMGHB10
G. Castermans, David Martens, Tony Van Gestel, Bart Hamers, Bart Baesens:
An overview and framework for PD backtesting and benchmarking. J. Oper. Res. Soc. 61(3): 359-373 (2010)

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