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...

詳細記述

書誌詳細
主要な著者: Farmer, J, Lo, A
フォーマット: Journal article
出版事項: 1999