Akarim, Yasemin Deniz; Sevim, Serafettin - In: Economic Modelling 31 (2013) C, pp. 453-459
Investors use mean reversion model to make decisions on which stocks should be taken in their portfolios according to their mean values. The first goal of the paper is to test the validity of the mean reversion model in emerging markets. Second, it aims to determine the best portfolio investment...