Modeling momentum and reversals
Year of publication: |
2022
|
---|---|
Authors: | Stein, Harvey J. ; Pozharny, Jacob |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 10, Art.-No. 190, p. 1-10
|
Subject: | reversals | momentum | mean reversion | market efficiency | investment strategies | no arbitrage | Portfolio-Management | Portfolio selection | Effizienzmarkthypothese | Efficient market hypothesis | Mean Reversion | Mean reversion | Theorie | Theory | Anlageverhalten | Behavioural finance | Arbitrage | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments |
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