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Research


Efficient Markets Hypothesis

2007

Can Hedge-Fund Returns Be Replicated?: The Linear Case

2007
Journal of Investment Management 5 (2007), 5–45.
Jasmina Hasanhodzic

What Happened To The Quants In August 2007?

2007

Attack of the Clones

2006
Alpha Magazine
Jasmina Hasanhodzic

Survival of the Richest

2006

Do Hedge Funds Increase Systemic Risks?

2006
Federal Reserve Bank of Atlanta Economic Review 2006:Q4, 49–80.
Nicholas Chan, Mila Getmansky, and Shane M. Haas

Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

2006
Journal of Finance 61 (2006), 2805–2840.
Jiang Wang

Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis

2005

Fear and Greed in Financial Markets: A Clinical Study of Day-Traders

2005
American Economic Review 95 (2005), 352–359.
Dmitry V. Repin and Brett N. Steenbarger

The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective

2004

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