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Do Mean Reverting based trading strategies outperform Buy and Hold?
Dooruj Rambaccussing
Research output
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Working paper/Preprint
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Working paper
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Dive into the research topics of 'Do Mean Reverting based trading strategies outperform Buy and Hold?'. Together they form a unique fingerprint.
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Keyphrases
Actual Price
25%
Buy-and-hold
100%
Buy-and-hold Strategy
25%
Cyclic Behavior
25%
Dividend Growth Rate
25%
Dividends
25%
Econometric Models
50%
Equity Indices
25%
Expected Returns
25%
Fundamental Prices
25%
Mean Reversion
25%
Mean-reverting
100%
Net Present Value
25%
Net Present Value Method
25%
State-space Model
25%
Structural State
25%
Trading Strategy
100%
Economics, Econometrics and Finance
Cyclical Behaviour
50%
Econometric Model
100%
Mean Reversion
50%
Present Value
100%
State Space Model
50%