The following pages link to THE MEANING OF MARKET EFFICIENCY (Q4906537):
Displayed 18 items.
- Positive alphas and a generalized multiple-factor asset pricing model (Q253114) (← links)
- Relative asset price bubbles (Q315462) (← links)
- A theoretical foundation of portfolio resampling (Q497474) (← links)
- Asset market equilibrium with liquidity risk (Q1648910) (← links)
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
- Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
- Beating the market? A mathematical puzzle for market efficiency (Q2145700) (← links)
- Asset price bubbles: invariance theorems (Q2170295) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Golden options in financial mathematics (Q2323338) (← links)
- Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles (Q2633454) (← links)
- Informational Efficiency under Short Sale Constraints (Q3195107) (← links)
- Distributional divergence, statistical experiments and consequences in option pricing (Q4639146) (← links)
- Informational Efficiency with Trading Constraints: A Characterization (Q5144180) (← links)
- THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE (Q5234014) (← links)
- Good deals in markets with friction (Q5397420) (← links)
- INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)
- Asset price bubbles, wealth preserving, dominating, and replicating trading strategies (Q6105376) (← links)