The impact of mean reversion model on portfolio investment strategies : empirical evidence from emerging markets
Year of publication: |
2013
|
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Authors: | Akarim, Yasemin Deniz ; Sevim, Serafettin |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 453-459
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Subject: | Mean reversion | Emerging markets | Portfolio strategies | Panel data analysis | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | Mean Reversion | Portfolio-Investition | Foreign portfolio investment | Schätzung | Estimation | Volatilität | Volatility |
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