![Mathematical finance / Economics / Capital asset pricing model / Futures contract / Noise trader / Arbitrage / Stock market / Quantitative analyst / Modern portfolio theory / Financial economics / Financial markets / Finance Mathematical finance / Economics / Capital asset pricing model / Futures contract / Noise trader / Arbitrage / Stock market / Quantitative analyst / Modern portfolio theory / Financial economics / Financial markets / Finance](https://www.pdfsearch.io/img/e9e31574ca2fb997683630112f3cf206.jpg) Date: 2010-11-02 17:03:50Mathematical finance Economics Capital asset pricing model Futures contract Noise trader Arbitrage Stock market Quantitative analyst Modern portfolio theory Financial economics Financial markets Finance | | Noise Trader Risk in Financial Markets Author(s): J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers, Robert J. Waldmann Source: The Journal of Political Economy, Vol. 98, No. 4 (Aug., 1990), pp[removed]PublishedAdd to Reading ListSource URL: ms.mcmaster.caDownload Document from Source Website File Size: 585,19 KBShare Document on Facebook
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