Adventures in Minecraft
Efficient markets models assert that the price of each asset is equal to the optimal forecast of its ex-post (or fundamental) value, but the models do not imply that the covariances between prices equal the corresponding covariances of ex-post values. We present bounds for covariances and correlatio...
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| Main Authors: | O'Hanlon, Martin (Author), Whale, David (Author) |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Indianapolis, IN
John Wiley & Sons
2015
|
| Edition: | Second edition |
| Subjects: | |
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