U.S. Equity Mean-Reversion Examined
Year of publication: |
2013
|
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Authors: | Liew, Jim ; Roberts, Ryan |
Published in: |
Risks. - MDPI, Open Access Journal, ISSN 2227-9091. - Vol. 1.2013, 3, p. 162-175
|
Publisher: |
MDPI, Open Access Journal |
Subject: | Black–Litterman | US stocks | dynamic trading strategy | mean-reversion | quantitative finance | statistical arbitrage |
Extent: | application/pdf text/html |
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Type of publication: | Article |
Classification: | C - Mathematical and Quantitative Methods ; G0 - Financial Economics. General ; G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance ; M2 - Business Economics ; M4 - Accounting and Auditing ; K2 - Regulation and Business Law |
Source: |
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