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Entries Tagged as 'amh'

Reconciling Behavioral and Modern (EMH) Finances?

October 26th, 2010 · 4 Comments · Books

After the post on Fama’s rebuttal of Moving Averages (and a few strong reactions to it), it might be worth taking a more balanced look at the argument. Andrew Lo introduced the Adaptive Market hypothesis (AMH) in a 2004/2005 paper (download here). With the AMH, Lo attempts to reconcile the Efficient Markets Hypothesis with behavioral […]

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