A non-random walk down Wall Street
著者
書誌事項
A non-random walk down Wall Street
Princeton University Press, c1999
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注記
Bibliography: p. 395-415
Includes index
内容説明・目次
内容説明
For over half a century, financial experts have regarded the movements of markets as a random walk - unpredictable meanderings akin to a drunkard's unsteady gait - and this hypothesis has become a cornerstone of modern financial economics and many investment strategies. In this text, the authors argue that markets are not completely random after all and that predictable components do exist. They provide an account of the techniques for detecting predictabilities and evaluating their statistical and economic significance, and offer a glimpse into the financial technologies of the future.
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