Marchev Angel: Model for sequential dynamic competition between random investment portfolios and portfolios selected by collective expert opinions.
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Abstract
This paper discusses the issue of market efficiency and proposes an approach for its empirical testing. The essence of the methodology is comparing expert opinions with randomly selected portfolios and implementing all the good practices of Delphi method for conducting an expert survey. The proposed approach also shares some similarities with the idea of prediction markets. The approach is yet to be validated empirically.
| Item Type: | Conference or Workshop Item |
|---|---|
| Journal or Publication Title: | Proceedings of the Challenges for Analysis of the Economy, the Businesses, and Social Progress : International Scientific Conference Szeged, November 19-21, 2009 |
| Date: | 2010 |
| ISBN: | 978-963-06-9558-9 |
| Page Range: | pp. 579-598 |
| Related URLs: | http://acta.bibl.u-szeged.hu/57418/ |
| Uncontrolled Keywords: | Piaci hatékonyság, Pénzügy |
| Additional Information: | Bibliogr.: p. 597-598. ; összefoglalás angol nyelven |
| Date Deposited: | 2019. Apr. 25. 09:24 |
| Last Modified: | 2022. Nov. 08. 13:09 |
| URI: | http://acta.bibl.u-szeged.hu/id/eprint/57826 |
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