"Combining low-volatility and mean-reversion anomalies: Better together?"

Eero Pätäri et al. (2023)

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DOI: 10.3233/AF-220441

access: closed

type: Journal Article

metadata version: 2025-04-25

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  - https://dblp.org/rec/journals/af/PatariALY23
Eero Pätäri, Sheraz Ahmed, Tuomas Lankinen, Julian Scott Yeomans:
Combining low-volatility and mean-reversion anomalies: Better together? Algorithmic Finance 10(3-4): 70-91 (2023)

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