The impact of mean reversion model on portfolio investment strategies : empirical evidence from emerging markets
Yasemin Deniz Akarim; Serafettin Sevim
| Year of publication: |
2013
|
|---|---|
| Authors: | Akarim, Yasemin Deniz ; Sevim, Serafettin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 453-459
|
| Subject: | Mean reversion | Emerging markets | Portfolio strategies | Panel data analysis | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | Mean Reversion | Schätzung | Estimation | Portfolio-Investition | Foreign portfolio investment | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009730818