Mean Aversion and Reversion of Asset Returns
Author(s) -
Sandip Mukherji
Publication year - 2020
Publication title -
journal of accounting and finance
Language(s) - English
Resource type - Journals
ISSN - 2158-3625
DOI - 10.33423/jaf.v20i7.3809
Subject(s) - mean reversion , risk aversion (psychology) , economics , treasury , stock (firearms) , bond , reversion , financial economics , econometrics , asset (computer security) , capital asset pricing model , expected utility hypothesis , finance , computer security , history , chemistry , biochemistry , engineering , mechanical engineering , computer science , archaeology , gene , phenotype
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