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Quantitative Finance Volume 13, 2013 - Issue 1
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Optimizing a basket against the efficient market hypothesis

Frédéric Abergel Chaire de finance quantitative, Laboratoire MAS, Grande voie des vignes, École Centrale Paris, F-92290 Châtenay-Malabry, France
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Mauro Politi Chaire de finance quantitative, Laboratoire MAS, Grande voie des vignes, École Centrale Paris, F-92290 Châtenay-Malabry, France; SSRI and Department of Economics and Business, International Christian University, 3-10-2 Osawa, Mitaka, Tokyo 181-8585, Japan; Basque Center for Applied Mathematics, Bizkaia Technology Park, Building 500, E48160 Derio, SpainCorrespondence[email protected]
Pages 13-23 | Received 27 Jun 2010, Accepted 05 Jul 2012, Published online: 14 Dec 2012

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Dawid Szutowski. (2019) Innovation source, advancement stage and company stock returns. The Service Industries Journal 39:13-14, pages 925-942.
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I. Marta Miranda García, María‐Jesús Segovia‐Vargas, Usue Mori & José A. Lozano. (2022) Early prediction of Ibex 35 movements. Journal of Forecasting 42:5, pages 1150-1166.
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Ayoub Ammy-Driss & Matthieu Garcin. (2023) Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. Physica A: Statistical Mechanics and its Applications 609, pages 128335.
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Nicolas Maloumian. (2022) Unaccounted forms of complexity: A path away from the efficient market hypothesis paradigm. Social Sciences & Humanities Open 5:1, pages 100244.
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Syed Emad Azhar Ali, Fong-Woon Lai, Rohail Hassan & Muhammad Kashif Shad. (2021) The Long-Run Impact of Information Security Breach Announcements on Investors’ Confidence: The Context of Efficient Market Hypothesis. Sustainability 13:3, pages 1066.
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