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Mean reversion
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1	Microsoft Word - SpreadOption-conference1-tk.doc Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:46:57 Mathematical finance Economy Options Finance Money Cointegration Futures contract Derivative Mean reversion Spread option Calendar spread OrnsteinUhlenbeck process
2	Microsoft Word - SpreadOption-conference1-tk.doc Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:17 Mathematical finance Options Econometrics Financial markets Cointegration Time series analysis Futures contract Mean reversion Derivative Spread option Calendar spread OrnsteinUhlenbeck process
3	Momentum and Mean-Reversion in Strategic Asset Allocation∗ Ralph S.J. Koijen Tilburg University,† CentER and Netspar Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:13:32
4	Mean Reversion and Unit Root Properties of Diffusion Models∗ Jihyun Kim† Joon Y. Park‡ Add to Reading List Source URL: www.econ.uiuc.edu Language: English - Date: 2014-07-29 10:19:45
5	Are You Trading Mean Reversion or Oscillation? Paul Teetor R/Finance Conference 2016 Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2016-05-23 15:05:58
6	ICML 6/17 Mean Reversion with a Variance Threshold M. Cuturi - Kyoto University A. d’Aspremont, CNRS - Polytechnique 1 Add to Reading List Source URL: www.iip.ist.i.kyoto-u.ac.jp - Date: 2013-11-25 00:40:49
7	Mean Reversion in International Stock Markets Add to Reading List Source URL: www.dnb.nl Language: English - Date: 2015-06-02 04:55:50
8	Mean Reversion in Equilibrium Asset Prices Stephen G. Cecchetti; Pok-Sang Lam; Nelson C. Mark The American Economic Review, Vol. 80, No. 3. (Jun., 1990), ppStable URL: http://links.jstor.org/sici?sici= Add to Reading List Source URL: people.brandeis.edu Language: English - Date: 2014-02-08 16:48:35
9	Does Survivorship Bias really matter? An Empirical Investigation into its Effects on the Mean Reversion of Share Returns on the JSE Securities ExchangeEVAN GILBERT AND DAVE STRUGNELL Add to Reading List Source URL: www.ekon.sun.ac.za Language: English - Date: 2008-11-03 07:02:30
10	DNB Working Paper NoApril 2012 Laura Spierdijk and Jacob Bikker DNB W o r k i n g P a p e r Add to Reading List Source URL: www.dnb.nl Language: English - Date: 2015-06-02 04:55:50 Stock market Mathematical finance Time series analysis Mean reversion Stochastic processes Ornstein–Uhlenbeck process Volatility Share price Quantitative analyst Statistics Financial economics Economics

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