Rational Speculation and Heavy-tail Phenomena: A Bootstrapped Optimization Approach
博士 === 臺灣大學 === 財務金融學研究所 === 98 === Traditional wisdom regarding market efficiency claims that there is no hope making trading profits consistently by investigating the price history only. In this monograph, we discover an alternative possibility---the result is against the weak-form efficiency. Met...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/98785374801169474008 |