A dual backtesting framework for quantifying nested model error and unlocking capital efficiency

The Journal of Risk Model Validation 2026

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Authors: Krishan Kumar Sharma
DOI: 10.21314/jrmv.2026.005
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Risk and Portfolio Optimization Financial Markets and Investment Strategies

Publication details

Journal / source
The Journal of Risk Model Validation
Publication date
1 January 2026
Language
EN