Mean-Reversion - Articles - Scientific Research Publishing

Modeling Botswana Beef-Cattle Price Dynamics (Articles)

Paul Kundai Ziwakaya, Edward M. Lungu

Journal of Mathematical Finance Vol.11 No.1, February 24, 2021

DOI: 10.4236/jmf.2021.111004 710 Downloads 2,414 Views Citations
Half-Life Volatility Measure of the Returns of Some Cryptocurrencies (Articles)

Abonongo John, Anuwoje Ida Logubayom, Raymond Nero

Journal of Financial Risk Management Vol.8 No.1, March 13, 2019

DOI: 10.4236/jfrm.2019.81002 1,799 Downloads 5,282 Views Citations
Do the Indian Agricultural Commodities’ Prices Exhibit Non-Linear Mean Reversion? An Empirical Evidence (Articles)

Aviral Kumar Tiwari, Mothkuri Aruna, Aruna Kumar Dash

Theoretical Economics Letters Vol.5 No.2, April 28, 2015

DOI: 10.4236/tel.2015.52039 3,474 Downloads 4,880 Views Citations
Optimal Portfolio Management When Stocks Are Driven by Mean Reverting Processes (Articles)

Lusungu Julius Mbigili, Sure Mataramvura, Wilson M. Charles

Journal of Mathematical Finance Vol.10 No.1, December 13, 2019

DOI: 10.4236/jmf.2020.101002 1,017 Downloads 2,503 Views Citations
Study on Stock Index Futures’ Mean Reversion Effect and Arbitrage in China Based on High-Frequency Data (Articles)

Wei Zhuo, Xiujuan Zhao, Zhou Zhou, Shouyang Wang

iBusiness Vol.4 No.1, March 31, 2012

DOI: 10.4236/ib.2012.41009 7,437 Downloads 13,675 Views Citations
On Steady Dividend Payment under Functional Mean Reversion Speed (Articles)

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye

Journal of Mathematical Finance Vol.6 No.3, August 2, 2016

DOI: 10.4236/jmf.2016.63030 1,939 Downloads 3,768 Views Citations
Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice (Articles)

C. Kenneth Jones

American Journal of Industrial and Business Management Vol.7 No.7, July 6, 2017

DOI: 10.4236/ajibm.2017.77059 2,539 Downloads 7,502 Views Citations
This article belongs to the Special Issue on Modern Portfolio Theory and Application
Mean Reversion in Auction Markets (Articles)

Moon Hoe Lee

Journal of Mathematical Finance Vol.15 No.4, November 13, 2025

DOI: 10.4236/jmf.2025.154032 91 Downloads 516 Views Citations
Mean Reversion and Self-Valuation of European Common Stocks (Articles)

Moon Hoe Lee

Journal of Mathematical Finance Vol.15 No.3, July 16, 2025

DOI: 10.4236/jmf.2025.153020 134 Downloads 638 Views Citations

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