The duality of value and mean reversion
Year of publication: |
[2017]
|
---|---|
Authors: | Beck, Noah ; Goto, Shingo ; Hsu, Jason C. ; Kalesnik, Vitali |
Published in: |
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor. - Switzerland : Springer, ISBN 978-3-319-33974-0. - 2017, p. 229-238
|
Subject: | Kapitalmarktrendite | Capital market returns | Finanzanalyse | Financial analysis | Börsenkurs | Share price | Volatilität | Volatility | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model |
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