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Abstract
Regression to the mean is a pervasive statistical phenomenon that invites causal explanations for random fluctuations. A notorious economic example of this fallacy was exposed more than 80 years ago, yet regression to the mean continues to be overlooked or misinterpreted by economists, even Nobel laureates.
TOPICS: Statistical methods, portfolio construction, portfolio theory
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Alternatively, Call a member of the team to discuss membership options
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UK: 0207 139 1600