US equity mean-reversion examined
Year of publication: |
2013
|
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Authors: | Liew, Jim ; Roberts, Ryan |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 1.2013, 3, p. 162-175
|
Subject: | Black-Litterman | US stocks | dynamic trading strategy | mean-reversion | quantitative finance | statistical arbitrage | Portfolio-Management | Portfolio selection | Arbitrage | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | USA | United States |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.3390/risks1030162 [DOI] hdl:10419/103603 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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