Mean reversion in equity returns, "student" distributions and optimal investment behaviour

B M Ibrahim, M. Tippett

Research output: Working paper

Original languageEnglish
PublisherDepartment of Economics, University of Exeter
Publication statusPublished - 1999

Cite this

Ibrahim, B. M., & Tippett, M. (1999). Mean reversion in equity returns, "student" distributions and optimal investment behaviour. Department of Economics, University of Exeter.