Kevin Sin Ronia

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

  • Capital Fund Management

SCHOLARLY PAPERS

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Scholarly Papers (1)

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Black Was Right: Price Is Within a Factor 2 of Value

Number of pages: 9 Posted: 16 Nov 2017 Last Revised: 19 Nov 2017
Jean-Philippe Bouchaud, Stefano Ciliberti, Yves Lemperiere, Adam Majewski, Philip Seager and Kevin Sin Ronia
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
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Citation 7

Abstract:

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Trend Following, Mean-Reversion, Market Anomalies, Behavioral Biases