Investment strategies for stock markets with mean reversion

Investment strategies for stock markets with mean reversion

10.1109/ICCA.2007.4376836

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Bibliographic Details
Main Authors: Eng, M.H., Wang, Q.-G.
Other Authors: ELECTRICAL & COMPUTER ENGINEERING
Format: Conference or Workshop Item
Published: 2014
Subjects:
Dollar cost averaging
Mean reversion
Value averaging
Online Access:http://scholarbank.nus.edu.sg/handle/10635/70695
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Institution: National University of Singapore
Description
Summary:10.1109/ICCA.2007.4376836

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