Summary:
In this second half of the lecture, I outline the Fractal Markets Hypothesis and the Inefficient Markets Hypothesis (IEH). The IEH suggests precisely the opposite investment strategy to the EMH on how to maximize returns on the stock market: invest in low volatility, high Book to Market stocks.
Topics:
Steve Keen considers the following as important:
This could be interesting, too:
In this second half of the lecture, I outline the Fractal Markets Hypothesis and the Inefficient Markets Hypothesis (IEH). The IEH suggests precisely the opposite investment strategy to the EMH on how to maximize returns on the stock market: invest in low volatility, high Book to Market stocks.
Topics:
Steve Keen considers the following as important:
This could be interesting, too:
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