Beating the market? : a mathematical puzzle for market efficiency
Year of publication: |
2022
|
---|---|
Authors: | Baumann, Michael |
Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 45.2022, 1, p. 279-325
|
Subject: | Control-based trading strategies | Efficient market hypothesis | Robust positive expectation property | Simultaneously long short trading | Technical analysis | Effizienzmarkthypothese | Anlageverhalten | Behavioural finance | Theorie | Theory | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading |
Description of contents: | Description [doi.org] |
-
Baumann, Michael, (2018)
-
"Performance and effects of linear feedback stock trading strategies"
Baumann, Michael, (2018)
-
The effectiveness of technical trading rules in cryptocurrency markets
Corbet, Shaen, (2019)
- More ...
-
Entry-deterrence externalities and relative firm size
Schwartz, Marius, (1988)
-
Margin of Error: The Flawed Paradigm in the New Merger Guidelines
Baumann, Michael, (2011)
-
Reconciling the Opposing Views of Critical Elasticity
Godek, Paul, (2009)
- More ...