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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Farmer, J, Lo, A
Formáid:	Journal article
Foilsithe / Cruthaithe:	1999

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