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Optimizing a basket against the efficient market hypothesis
Optimizing the efficient market hypothesis
2010/10/20
The possibility that the collective dynamics of a set of stocks could lead to a specific basket violating the efficient market hypothesis is investigated. Precisely, we show that it is systematically...
A note comprising a negative resolution of the Efficient Market Hypothesis
negative resolution Efficient Market Hypothesis
2010/12/13
This note comprises a negative resolution of the Efficient Market Hypothesis.