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Evaluation of backtesting on risk models based on data envelopment analysis - Journal of ...

Retrieved on: 2022-02-11 21:29:08

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Evaluation of backtesting on risk models based on data envelopment analysis - Journal of .... View article details on HISWAI: https://www.risk.net/journal-of-operational-risk/7928586/evaluation-of-backtesting-on-risk-models-based-on-data-envelopment-analysis

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Data envelopment analysis can be a suitable alternative for the selection of accurate risk methodologies. Abstract. In this study, different value-at- ...

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