Entropic Considerations of Efficiency in the West Texas Intermediate Crude Oil Futures Market

Entropic Considerations of Efficiency in the West Texas Intermediate Crude Oil Futures Market

For the last fifty years, the efficient market hypothesis has been the central pillar of economic thought and touted by all, despite Sanford Grossman’ and Nobel prize winner Joseph Stiglitz’ objection in 1980. Andrew Lo updated the efficient market hypothesis in 2004 to reconcile irrational human...

Full description

Bibliographic Details
Other Authors: Sagul, Ryan (author)
Format: Others
Language:English
Published: Florida Atlantic University
Subjects:
Capital market > Psychological aspects
Energy industries > Risk management
Financial risk management > Mathematical models
Futures
Investment analysis
Petroleum industry and trade > Economic aspects
Stocks > Mathematical models
Online Access:http://purl.flvc.org/fau/fd/FA00004730
http://purl.flvc.org/fau/fd/FA00004730

Internet

http://purl.flvc.org/fau/fd/FA00004730
http://purl.flvc.org/fau/fd/FA00004730

Similar Items