Andrew Lo Adaptive Markets

Adaptive Markets

Andrew W. Lo first proposed the adaptive markets hypothesis (AMH) in 2004 as an alternative to the efficient markets hypothesis … Read more

The Fama Portfolio

The Fama Portfolio

I’m going to start 2018 on a high note, with The Fama Portfolio: Selected Papers of Eugene F. Fama (University … Read more

Best Books Of 2017

Best Books Of 2017

Bowing to reader demand, I’m sharing my personal, idiosyncratic choices for the best books of 2017, with links to my … Read more