Why quants fail
Mathematical finance is built on a couple of assumptions. The most fundamental of them is the one on ma ket efficiency. It states that the market prices every asset fairly, and that the prices contain all the information available in the market.
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Institutional Knowledge at Singapore Management University
2009
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| Online Access: | https://ink.library.smu.edu.sg/sis_research/6144 https://ink.library.smu.edu.sg/context/sis_research/article/7147/viewcontent/w2009_09_Models.pdf |
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sg-smu-ink.sis_research-71472021-09-29T12:04:22Z Why quants fail THULASIDAS, M. Mathematical finance is built on a couple of assumptions. The most fundamental of them is the one on ma ket efficiency. It states that the market prices every asset fairly, and that the prices contain all the information available in the market. 2009-09-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/sis_research/6144 https://ink.library.smu.edu.sg/context/sis_research/article/7147/viewcontent/w2009_09_Models.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Computing and Information Systems eng Institutional Knowledge at Singapore Management University Computer Sciences Databases and Information Systems |
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Singapore Management University |
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SMU Libraries |
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Asia |
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InK@SMU |
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Computer Sciences Databases and Information Systems |
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Computer Sciences Databases and Information Systems THULASIDAS, M. Why quants fail |
| description |
Mathematical finance is built on a couple of assumptions. The most fundamental of them is the one on ma ket efficiency. It states that the market prices every asset fairly, and that the prices contain all the information available in the market. |
| format |
text |
| author |
THULASIDAS, M. |
| author_facet |
THULASIDAS, M. |
| author_sort |
THULASIDAS, M. |
| title |
Why quants fail |
| title_short |
Why quants fail |
| title_full |
Why quants fail |
| title_fullStr |
Why quants fail |
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Why quants fail |
| title_sort |
why quants fail |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2009 |
| url |
https://ink.library.smu.edu.sg/sis_research/6144 https://ink.library.smu.edu.sg/context/sis_research/article/7147/viewcontent/w2009_09_Models.pdf |
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1770575836176449536 |