適応的市場仮説:金融システムのダイナミクスと進化論的アプローチ
The Adaptive Markets Hypothesis
An Evolutionary Approach to Understanding Financial System Dynamics
Clarendon Lectures in Finance
Lo, Andrew W.
Zhang, Ruixun
- 出版社:Oxford University Press
- 出版年月:2024年 02月
- ISBN:9780199681143
- 装丁:HRD
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装丁について
- 言語:ENG
- 巻数・ページ数:800 p.
- DDC分類:332
- 内容紹介:
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The Adaptive Markets Hypothesis is a formal and systematic exposition. Lo and Zhang develop the mathematical foundations of the simple yet powerful evolutionary model and show that the most fundamental economic behaviours that we take for granted emerge solely through natural selection.