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24 relations: Adaptive market hypothesis, Alpha generation platform, Andrew Abel, Behavioral economics, Bias ratio, Financial economics, Financial Times and McKinsey Business Book of the Year Award, International Association for Quantitative Finance, Jerry A. Hausman, Lars Peter Hansen, Lead–lag effect, Libor scandal, List of economists, List of Fellows of the Econometric Society, List of Guggenheim Fellowships awarded in 2002, List of quantitative analysts, List of Yale University people, Luo (surname), MIT Sloan School of Management, Net capital rule, Random walk hypothesis, Rescaled range, Self-similarity, Technical analysis.
Adaptive market hypothesis
The adaptive market hypothesis, as proposed by Andrew Lo, is an attempt to reconcile economic theories based on the efficient market hypothesis (which implies that markets are efficient) with behavioral economics, by applying the principles of evolution to financial interactions: competition, adaptation and natural selection.
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Alpha generation platform
An alpha generation platform is a technology used in algorithmic trading to develop quantitative financial models, or trading strategies, that generate consistent alpha, or absolute returns.
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Andrew Abel
Andrew Bruce Abel (born December 3, 1952) is an American Professor of the Department of Finance in The Wharton School of the University of Pennsylvania.
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Behavioral economics
Behavioral economics studies the effects of psychological, cognitive, emotional, cultural and social factors on the economic decisions of individuals and institutions and how those decisions vary from those implied by classical theory.
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Bias ratio
The bias ratio is an indicator used in finance to analyze the returns of investment portfolios, and in performing due diligence.
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Financial economics
Financial economics is the branch of economics characterized by a "concentration on monetary activities", in which "money of one type or another is likely to appear on both sides of a trade".
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Financial Times and McKinsey Business Book of the Year Award
Financial Times and McKinsey Business Book of the Year Award is an annual award given to the best business book of the year as determined by the Financial Times and McKinsey & Company.
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International Association for Quantitative Finance
The International Association for Quantitative Finance (IAQF), formerly the International Association of Financial Engineers (IAFE), is a non-profit professional society dedicated to fostering the fields of quantitative finance and financial engineering.
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Jerry A. Hausman
Jerry Allen Hausman (born May 5, 1946) is the John and Jennie S. MacDonald Professor of Economics at the Massachusetts Institute of Technology and a notable econometrician.
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Lars Peter Hansen
Lars Peter Hansen (born 26 October 1952 in Urbana, Illinois) is an American economist.
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Lead–lag effect
A lead–lag effect, especially in economics, describes the situation where one (leading) variable is cross-correlated with the values of another (lagging) variable at later times.
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Libor scandal
The Libor scandal was a series of fraudulent actions connected to the Libor (London Interbank Offered Rate) and also the resulting investigation and reaction.
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List of economists
This is an incomplete alphabetical list by surname of notable economists, experts in the social science of economics, past and present.
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List of Fellows of the Econometric Society
In the scientific discipline of economics, the Econometric Society is a learned society devoted to the advancement of economics by using mathematical and statistical methods.
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List of Guggenheim Fellowships awarded in 2002
List of Guggenheim Fellowships awarded in 2002.
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List of quantitative analysts
This is a list of notable quantitative analysts (by surname); see also List of financial economists.
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List of Yale University people
Yalies are persons affiliated with Yale University, commonly including alumni, current and former faculty members, students, and others.
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Luo (surname)
Luo or Lo refers to the Mandarin romanizations of the Chinese surnames 羅 (Simplified Chinese: 罗, pinyin: Luó, Jyutping: Lo4) and 駱 (Simplified Chinese: 骆, pinyin: Luò, Jyutping: Lok3).
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MIT Sloan School of Management
The MIT Sloan School of Management (also known as MIT Sloan or Sloan) is the business school of the Massachusetts Institute of Technology, in Cambridge, Massachusetts, United States.
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Net capital rule
The uniform net capital rule is a rule created by the U.S. Securities and Exchange Commission ("SEC") in 1975 to regulate directly the ability of broker-dealers to meet their financial obligations to customers and other creditors.
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Random walk hypothesis
The random walk hypothesis is a financial theory stating that stock market prices evolve according to a random walk (so price changes are random) and thus cannot be predicted.
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Rescaled range
The rescaled range is a statistical measure of the variability of a time series introduced by the British hydrologist Harold Edwin Hurst (1880–1978).
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Self-similarity
In mathematics, a self-similar object is exactly or approximately similar to a part of itself (i.e. the whole has the same shape as one or more of the parts).
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Technical analysis
In finance, technical analysis is an analysis methodology for forecasting the direction of prices through the study of past market data, primarily price and volume.
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Redirects here:
Andrew W. Lo, Andrew Wen-Chuan Lo, Lo, Andrew.
References
[1] https://en.wikipedia.org/wiki/Andrew_Lo
