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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of real estate finance and economics"
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European journal of operational research : EJOR
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ECONIS (ZBW)
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Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan
;
Xu, Weijun
;
Li, Hongyi
;
Zhong, Weiwei
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
Saved in:
2
Variance swap with mean reversion, multifactor stochastic volatility and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
Saved in:
3
Option pricing with mean reversion and stochastic volatility
Wong, Hoi Ying
;
Lo, Yu Wai
- In:
European journal of operational research : EJOR
197
(
2009
)
1
,
pp. 179-187
Persistent link: https://www.econbiz.de/10003828865
Saved in:
4
Mean reversion and momentum : another look at the price-volume correlation in the real estate market
Arbel, Yuval
;
Ben-Shahar, Danny
;
Sulganik, Eyal
- In:
The journal of real estate finance and economics
39
(
2009
)
3
,
pp. 316-335
Persistent link: https://www.econbiz.de/10003900725
Saved in:
5
Selectivity, quality adjustment and mean reversion in the measurement of house values
Hwang, Min
;
Quigley, John M.
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 161-178
Persistent link: https://www.econbiz.de/10001955292
Saved in:
6
Property company stock price and net asset value : a mean reversion perspective
Liow, Kim Hiang
- In:
The journal of real estate finance and economics
27
(
2003
)
2
,
pp. 235-255
Persistent link: https://www.econbiz.de/10001788899
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