Comparison of the prescribed model on predicted returns by the ESMA to a sophisticated time-series model

Read article Evaluating ESMA’s Return Forecasting Model: A Case for Data-Driven Risk Management Introduction In an era marked by growing complexity and regulation in financial markets, financial risk management has never been more crucial. For European fund managers, the European Securities and Markets Authority (ESMA) plays a central role in shaping compliance standards—for exaxmple through the Key […]