资讯

PBDC covers BDCs, which are still considered a risky and niche asset class by many investors. Read why I remain bullish on ...
Companies and investors by extension tend to underestimate one of the most powerful forces of mathematics, that of mean reversion. Mean reversion is misunderstood due mainly to the lack of proper ...
One part of the Mean Reversion is using 50-day moving averages. Citing an example of Oracle Financial Services Software stock, he said that the stock has a tendency of coming very close towards ...
For example, its concentrated global strategy ... We think it's important to assume some reversion to the mean in flows in our explicit forecast, despite the timing being uncertain.
Mean reversion can also be used in the Forex market. The collapse of the Japan carry trade is a great example of that. A carry trade is a strategy in which a trader borrows money in a currency ...
During the past 35 years, VIX, the US equity markets volatility proxy, has had a peculiar mean reversion process ... a long-biased equity portfolio as an example. Assuming that rising volatility ...
Viceira, Luis M., John Y. Campbell, Francisco Gomes, and Pascal J. Maenhout. "Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor." European Finance Review 5, no. 3 ...
How They Differ and Practical Uses in Finance and Investing Henry Hoenig has three decades of journalism experience as a news and economics editor in the U.S. and Asia, handling coverage of global ...