✦ LIBER ✦

Learning and mean reversion in asset returns

✍ Scribed by Mark A Cassano

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Mean reversion in asset returns and time

✍ Petr Zemčı́k 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 153 KB

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✍ Patricia Fraser; Andrew J. McKaig 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 133 KB

Mean reversion in asset returns with var

✍ Carl R. Chen; David A. Sauer 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 1002 KB

Asset Return Dynamics and Learning

✍ Branch, W. A.; Evans, G. W. 📂 Article 📅 2010 🏛 Oxford University Press 🌐 English ⚖ 231 KB

Mean Reversion in the Short Horizon Retu

✍ Patricia Chelley-Steeley 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 108 KB

Do Beta Pricing Models Explain January M

✍ Partha Gangopadhyay; Jishnu Sen 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 998 KB