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...

Полное описание

Библиографические подробности
Главные авторы: Farmer, J, Lo, A
Формат: Journal article
Опубликовано: 1999