Beating the market? : a mathematical puzzle for market efficiency
Michael Heinrich Baumann
| Year of publication: |
2022
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|---|---|
| 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
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| Subject: | Control-based trading strategies | Efficient market hypothesis | Robust positive expectation property | Simultaneously long short trading | Technical analysis | Theorie | Theory | Effizienzmarkthypothese | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection |
| Description of contents: | Description [doi.org] |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-021-00361-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380568