Frontiers of finance: Evolution and efficient markets

Frontiers of finance: Evolution and efficient markets

In this review article we explore several recent advances in the quantitative modeling of financial markets. We begin with the Efficient Markets Hypothesis and describe how this controversial idea has stimulated a number of new directions of research, some focusing on more elaborate mathematical mod...

Fuld beskrivelse

Bibliografiske detaljer
Main Authors:	Farmer, J, Lo, A
Format:	Journal article
Udgivet:	1999

Lignende værker

The impact of cryptocurrency on the efficient frontier of emerging markets
af: Ćosić Karlo, et al.
Udgivet: (2019-12-01)

Measuring provincial digital finance development efficiency based on stochastic frontier model
af: Guang Liu, et al.
Udgivet: (2023-08-01)

Market force, ecology and evolution
af: Farmer, J
Udgivet: (1998)

Market force, ecology and evolution
af: Farmer, J
Udgivet: (2013)

Market Force, Ecology, and Evolution
af: Farmer, J
Udgivet: (2013)

Estimating the NIH Efficient Frontier
af: Bisias, Dimitrios, et al.
Udgivet: (2012)

Estimating the NIH efficient frontier.
af: Dimitrios Bisias, et al.
Udgivet: (2012-01-01)

Chilean labor market efficiency: an earnings frontier approach
af: Serguio Salas Landeal, et al.
Udgivet: (2003-01-01)

The new finance : the case against efficient markets /
af: Haugen, Robert A. Professor Emiritus 411680
Udgivet: (1995)

Efficient frontier analysis for portfolio investment in Malaysia stock market
af: Abu Bakar, Nashirah, et al.
Udgivet: (2018)

Efficient frontier analysis for portfolio investment in Malaysia stock market
af: Abu Bakar, Nashirah, et al.
Udgivet: (2018)

Construction and interpretation of efficient frontiers in U.S. and China stock markets.
af: Chin, Yee Weng., et al.
Udgivet: (2008)

Environmental, social and governance-efficient frontiers in an emerging market milieu
af: Francesca Bell, et al.
Udgivet: (2022-05-01)

The influence of earnings management on bank efficiency: the case of frontier markets
af: Wil Martens, et al.
Udgivet: (2021-10-01)

Tuning Frontiers of Efficiency in Tissue P Systems with Evolutional Communication Rules
af: David Orellana-Martín, et al.
Udgivet: (2021-01-01)

Is the KLSE efficient? Efficient market hypothesis vs behavioral finance
af: Md. Nassir, Annuar
Udgivet: (2002)

Navigating the green finance frontier: a bibliometric and content analysis of green finance and environmental sustainability
af: Ashish Kumar, et al.
Udgivet: (2024-12-01)

Financing Constraints and Investment Efficiency in Canadian Real Estate and Construction Firms: A Stochastic Frontier Analysis
af: Hang (Robin) Luo, et al.
Udgivet: (2021-07-01)

The long memory of the efficient market
af: Lillo, F, et al.
Udgivet: (2003)

The long memory of the efficient market
af: Lillo, F, et al.
Udgivet: (2013)

Behavioural finance perspectives on Malaysian stock market efficiency
af: Tuyon, Jasman, et al.
Udgivet: (2016)

Behavioural finance perspectives on Malaysian stock market efficiency
af: Jasman Tuyon, et al.
Udgivet: (2016-03-01)

COMPARISON RESEARCH ON FINANCING EFFICIENCY OF BRICS STOCK MARKETS
af: Fan-Hao Li,, et al.
Udgivet: (2018-01-01)

Expanding the frontier in rural finance : financial linkages and strategic alliances /
af: Pagura, Maria E., editor
Udgivet: (2008)

Financing technology's frontier : decision-making models for investors and advisors /
af: 255549 Shanley, Richard P.
Udgivet: (2004)

Evolution of Land Use in the Brazilian Amazon: From Frontier Expansion to Market Chain Dynamics
af: Luciana S. Soler, et al.
Udgivet: (2014-08-01)

The Assessment of Economic Efficiency of Regulatory Impact on the Crowd Financing Market
af: Kuvaeva U.V., et al.
Udgivet: (2021-01-01)

Determining the Efficiency Frontier
af: Leonardo Badea
Udgivet: (2008-02-01)

Does the Adaptive Market Hypothesis Reconcile the Behavioral Finance and the Efficient Market Hypothesis?
af: Umara Noreen, et al.
Udgivet: (2022-08-01)

Stochastic frontier model approach for measuring stock market efficiency with different distributions
af: Huerta-Quintanilla, Rodrigo, et al.
Udgivet: (2012)

COVID-19 and market efficiency in ASEAN-5 countries: Stochastic Frontier Analysis
af: Nur Rizqi Febriandika, et al.
Udgivet: (2024-12-01)

Stochastic frontier model approach for measuring stock market efficiency with different distributions.
af: Md Zobaer Hasan, et al.
Udgivet: (2012-01-01)

Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis
af: Min-Jae Lee, et al.
Udgivet: (2023-06-01)

Impossible Frontiers
af: Brennan, Thomas J., et al.
Udgivet: (2011)

Blockchain as a trust layer for more efficient finance market
af: Golovyonkin Dmitriy, et al.
Udgivet: (2019-01-01)

Producing investment returns at the margin of finance: a frontier talent proposition
af: Urban, M
Udgivet: (2018)

THE EVOLUTION OF ROMAN FRONTIER CONCEPT AND POLICY
af: George Cupcea
Udgivet: (2015-03-01)

FROM EFFICIENT MARKET HYPOTHESIS TO BEHAVIOURAL FINANCE: CAN BEHAVIOURAL FINANCE BE THE NEW DOMINANT MODEL FOR INVESTING?
af: George BOROVAS, et al.
Udgivet: (2012-12-01)

How efficiency shapes market impact
af: Farmer, J, et al.
Udgivet: (2011)

How efficiency shapes market impact
af: Farmer, J, et al.
Udgivet: (2013)