Viceira, Luis M., John Y. Campbell, Francisco Gomes, and Pascal J. Maenhout. "Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor." European Finance Review 5, no. 3 ...

Mean Reversion is a commonly used concept in the stock market. The concept has led to many investment strategies as it ...

Financial pundits have nevertheless been invoking mean reversion because the S&P 500, the mother of all stock indices, has risen by 94 per cent over five years to all-time highs. US stocks now ...