MODERN PORTFOLIO THEORY AND THE EFFICIENT MARKETS HYPOTHESIS: HOW WELL DID THEY SERVE CANADA’S BABY-BOOM GENERATION?

Proceedings of the 12th Economics & Finance Conference, Dubrovnik ◽

10.20472/efc.2019.012.006 ◽

2019 ◽

Author(s):

Jim Fischer

Keyword(s):

Baby Boom ◽

Portfolio Theory ◽

Efficient Markets ◽

Modern Portfolio Theory ◽

Baby Boom Generation ◽

Efficient Markets Hypothesis

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Tourist Activity and the Perception of Successful Aging in Korean Baby Boom Generation

Journal of Tourism and Leisure Research ◽

10.31336/jtlr.2020.3.32.3.115 ◽

2020 ◽

Vol 32 (3) ◽

pp. 115-130

Author(s):

Hyejin Yoon

Keyword(s):

Successful Aging ◽

Baby Boom ◽

Baby Boom Generation

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The Price of Risk: From Modern Portfolio Theory to Leveraged Portfolio Theory

SSRN Electronic Journal ◽

10.2139/ssrn.2040683 ◽

2012 ◽

Author(s):

Olivier Le Marois ◽

Julie Mikhalevsky ◽

Raphael Douady

Keyword(s):

Portfolio Theory ◽

Modern Portfolio Theory ◽

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Stochastic Portfolio Theory vs. Modern Portfolio Theory and the Implications for the Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.2226985 ◽

2012 ◽

Author(s):

Robert Ferguson

Keyword(s):

Asset Pricing ◽

Portfolio Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Modern Portfolio Theory ◽

Asset Pricing Model ◽

Stochastic Portfolio Theory

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Modern Prospect Theory: The Missing Link Between Modern Portfolio Theory and Prospect Theory

SSRN Electronic Journal ◽

10.2139/ssrn.2492603 ◽

2014 ◽

Author(s):

Arun Muralidhar

Keyword(s):

Prospect Theory ◽

Portfolio Theory ◽

Modern Portfolio Theory ◽

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Efficient Markets Hypothesis: A False Prophesy. Black-Scholes-Merton Formula: A Parlor Trick. Risk-Neutral Pricing Models: Severe Malpractices.

SSRN Electronic Journal ◽

10.2139/ssrn.2564393 ◽

2015 ◽

Author(s):

Truc Le

Keyword(s):

Efficient Markets ◽

Pricing Models ◽

Black Scholes ◽

Risk Neutral ◽

Efficient Markets Hypothesis

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Enhancing Multi-Asset Portfolio Construction Under Modern Portfolio Theory with a Robust Co-Movement Measure

SSRN Electronic Journal ◽

10.2139/ssrn.2627803 ◽

2015 ◽

Author(s):

Sander Gerber ◽

Harry Markowitz ◽

Punit Pujara

Keyword(s):

Portfolio Theory ◽

Portfolio Construction ◽

Modern Portfolio Theory ◽

Asset Portfolio

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Loopholes in Modern Portfolio Theory

SSRN Electronic Journal ◽

10.2139/ssrn.3190173 ◽

2018 ◽

Author(s):

Avi Messica

Keyword(s):

Portfolio Theory ◽

Modern Portfolio Theory

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Veblenian Stock Markets and the Efficient Markets Hypothesis

Journal of Post Keynesian Economics ◽

10.1080/01603477.1996.11490101 ◽

1996 ◽

Vol 19 (1) ◽

pp. 137-152 ◽

Author(s):

J. Patrick Raines ◽

Charles G. Leathers

Keyword(s):

Stock Markets ◽

Efficient Markets ◽

Efficient Markets Hypothesis

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On the validity of the weak–form efficient markets hypothesis applied to the London stock exchange: comment

Applied Economics Letters ◽

10.1080/135048500351087 ◽

2000 ◽

Vol 7 (7) ◽

pp. 419-421 ◽

Author(s):

Alexandros E. Milionis ◽

Demetrios Moschos

Keyword(s):

Stock Exchange ◽

Weak Form ◽

Efficient Markets ◽

London Stock Exchange ◽

Efficient Markets Hypothesis

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How to manage future groundwater resource of China under climate change and urbanization: An optimal stage investment design from modern portfolio theory

Water Research ◽

10.1016/j.watres.2015.08.007 ◽

2015 ◽

Vol 85 ◽

pp. 31-37 ◽

Author(s):

Shanshan Hua ◽

Jie Liang ◽

Guangming Zeng ◽

Min Xu ◽

Chang Zhang ◽

...

Keyword(s):

Climate Change ◽

Portfolio Theory ◽

Groundwater Resource ◽

Modern Portfolio Theory

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