【作者(必填)】Antti Suhonen, Matthias Lennkh, and Fabrice Perez

【文题(必填)】Quantifying Backtest Overfitting in Alternative Beta Strategies

【年份(必填)】Vol. 43, No. 2, Winter 2017: pp. 90-104.

【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/full/10.3905/jpm.2017.43.2.090