A computational view of market efficiency
From MaRDI portal
Publication:3088324
DOI10.1080/14697688.2010.541487zbMath1219.91162arXiv0908.4580MaRDI QIDQ3088324
Andrew W. Lo, Emanuele Viola, Jasmina Hasanhodzic
Publication date: 19 August 2011
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.4580
91B24: Microeconomic theory (price theory and economic markets)
91G99: Actuarial science and mathematical finance
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