Portfolio Selection with Contrarian Strategy
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DOI: 10.1007/s11009-024-10085-y
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More about this item
Keywords
Portfolio selection; Contrarian strategy; Geometric mean-reversion process; Mean variance;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
Statistics
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