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~type_genre:"Aufsatz in Zeitschrift"
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Mean Reversion
261
Mean reversion
261
Theorie
99
Theory
99
Option pricing theory
57
Optionspreistheorie
57
Stochastic process
55
Stochastischer Prozess
55
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54
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54
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54
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mean reversion
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333
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Aufsatz in Zeitschrift
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333
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94
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Gil-Alaña, Luis A.
13
Leung, Tim
7
Wong, Hoi Ying
5
Baharumshah, Ahmad Zubaidi
3
Bao, Yong
3
Kim, Hyeongwoo
3
Li, Xin
3
Madan, Dilip B.
3
Mukherji, Sandip
3
Ranjbar, Omid
3
Shaik, Muneer
3
Smyth, Russell
3
Tiwari, Aviral Kumar
3
Ullah, Aman
3
Arize, Augustine Chuck
2
Bali, Turan G.
2
Caporale, Guglielmo Maria
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Chang, Hao
2
Chung, Shing Fung
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Cummins, Mark
2
Cuñado Eizaguirre, Juncal
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Demirtas, K. Ozgur
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Dokučaev, Nikolaj G.
2
Faff, Robert W.
2
Funahashi, Hideharu
2
Gibson, John K.
2
Hart, Chad E.
2
Hayes, Dermot James
2
Holmes, Mark J.
2
Hooi Hooi Lean
2
Kiely, Greg
2
Kim, Bonggeun
2
Kim, Jae H.
2
Lee, Chi-Chuan
2
Lee, Chien-chiang
2
Lence, Sergio H.
2
Leybourne, Stephen James
2
Li, Jiao
2
Lo, C. F.
2
Maheswaran, S.
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International journal of theoretical and applied finance
13
Economic modelling
10
Journal of banking & finance
10
Applied economics
9
International journal of financial engineering
8
Applied mathematical finance
7
The journal of futures markets
7
International review of economics & finance : IREF
6
Journal of mathematical finance
6
Applied economics letters
5
Economics letters
5
Risks : open access journal
5
The European journal of finance
5
Applied financial economics
4
European journal of operational research : EJOR
4
Insurance / Mathematics & economics
4
Journal of empirical finance
4
Quantitative finance
4
Computational economics
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
IMA journal of management mathematics
3
International review of financial analysis
3
Journal of financial and quantitative analysis : JFQA
3
Journal of money, credit and banking : JMCB
3
Research in international business and finance
3
Review of quantitative finance and accounting
3
The North American journal of economics and finance : a journal of financial economics studies
3
The financial review : the official publication of the Eastern Finance Association
3
The journal of asset management
3
The journal of energy markets
3
The journal of real estate finance and economics
3
American journal of agricultural economics
2
Asia-Pacific financial markets
2
Computational Management Science : CMS
2
East Asian economic review
2
Econometric reviews
2
Energy economics
2
European economic review : EER
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ECONIS (ZBW)
333
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1
Measurement errors in popular night lights data may bias estimated impacts of economic sanctions : evidence from closing the Kaesong Industrial Zone
Kim, Bonggeun
;
Gibson, John K.
;
Boe-Gibson, Geua
- In:
Economic inquiry
62
(
2024
)
1
,
pp. 375-389
Persistent link: https://www.econbiz.de/10014483753
Saved in:
2
Remotely too equal : popular DMSP night-time lights data understate spatial inequality
Zhang, Xiaoxuan
;
Gibson, John K.
;
Deng, Xiangzheng
- In:
Regional science policy and practice : RSPP
15
(
2023
)
9
,
pp. 2106-2125
Persistent link: https://www.econbiz.de/10014450939
Saved in:
3
Investigating mean reversion in financial markets using Hurst model
Enow, Samuel Tabot
-
2023
Persistent link: https://www.econbiz.de/10014413995
Saved in:
4
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
5
A penalty decomposition algorithm with greedy improvement for
mean-reverting
portfolios with sparsity and volatility constraints
Mousavi, Ahmad
;
Shen, Jinglai
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2415-2435
Persistent link: https://www.econbiz.de/10014259187
Saved in:
6
Optimal entry and exit decisions under uncertainty and the impact of mean reversion
Tvedt, Jostein
- In:
Operations research forum
3
(
2022
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013461934
Saved in:
7
Modeling momentum and reversals
Stein, Harvey J.
;
Pozharny, Jacob
- In:
Risks : open access journal
10
(
2022
)
10
,
pp. 1-10
show that individual stocks can be modeled by simple
mean
reverting
processes in such a way that these behaviors are …
Persistent link: https://www.econbiz.de/10013555665
Saved in:
8
Pricing options on a
mean-reverting
asset by the analytical operator splitting method
Lo, C. F.
;
He, Y. W.
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10013367498
Saved in:
9
Optimal control policies for dynamic inventory systems with service level dependent demand
Yan, Xiaoming
;
Chao, Xiuli
;
Lu, Ye
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 935-949
Persistent link: https://www.econbiz.de/10014456926
Saved in:
10
Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan
;
Xu, Weijun
;
Li, Hongyi
;
Zhong, Weiwei
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
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