
Mean Aversion and Reversion of Asset Returns
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 , mechanical engineering , biochemistry , chemistry , computer security , archaeology , gene , computer science , engineering , history , phenotype