The duality of value and mean reversion
Noah Beck, Shingo Goto, Jason Hsu, and Vitali Kalesnik
| Year of publication: |
[2017]
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|---|---|
| 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
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| Subject: | Kapitalmarktrendite | Capital market returns | Finanzanalyse | Financial analysis | Börsenkurs | Share price | Volatilität | Volatility | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-33976-4_9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011602959