PT  - JOURNAL ARTICLE
AU  - Rob Arnott
AU  - Campbell R. Harvey
AU  - Harry Markowitz
TI  - A Backtesting Protocol in the Era of Machine Learning
AID  - 10.3905/jfds.2019.1.064
DP  - 2019 Jan 18
TA  - The Journal of Financial Data Science
PG  - jfds.2019.1.064
4099  - https://pm-research.com/content/early/2019/01/23/jfds.2019.1.064.short
4100  - https://pm-research.com/content/early/2019/01/23/jfds.2019.1.064.full
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