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Trading styles and long-run variance of asset prices
Trading styles can be classified into either trend-following or mean-reverting.
A growth adjusted price-earnings ratio
The purpose of this paper is to introduce a new growth adjusted price-earnings measure (GA-P/E) and assess its efficacy as measure of value and predictor of future stock returns.
Unbiased Smoothing using Particle Independent Metropolis-Hastings
We consider the approximation of expectations with respect to the distribution of a latent Markov process given noisy measurements.
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