Concept

Capital market line

Related publications (4)

An Algorithm for Testing the Efficient Market Hypothesis

The objective of this research is to examine the efficiency of EUR/USD market through the application of a trading system. The system uses a genetic algorithm based on technical analysis indicators such as Exponential Moving Average (EMA), Moving Average C ...

Public Library of Science2013

A Structural Analysis of the Health Expenditures and Portfolio Choices of Retired Agents

Julien Hugonnier, Pascal St-Amour, Florian Pelgrin

Richer and healthier agents tend to hold riskier portfolios and spend proportionally less on health expenditures. Potential explanations include health and wealth effects on preferences, expected longevity or disposable total wealth. Using HRS data, we per ...

2010

Multi-agent modelling of electricity markets

Abdelaziz Lahlou

This thesis describes the development of three conceptual models built to serve as decision support tools in liberalised electricity markets. The introduction of competition, higher uncertainty and decentralised planning requires new planning and analysis ...

EPFL2007

IPO post-issue markets: Questionable predilections but diligent learners?

There appear to be no anomalies in the aftermarket of a sample of 4,848 U.S. IPOs over the period 1975 to 1995, except issues offered below $6. Risk is priced in the aftermarket in accordance with Rubinstein's asset-pricing model. Unlike under the efficien ...

2001

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