Mark T. Mueller

Massachusetts Institute of Technology, Center for Theoretical Physics

Visiting Scientist

77 Massachusetts Avenue

Cambridge, MA 02139-4307

United States

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Citation 26

Warning: Physics Envy May be Hazardous to Your Wealth!

Number of pages: 73 Posted: 05 Mar 2010 Last Revised: 15 Mar 2010
Andrew W. Lo and Mark T. Mueller
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology, Center for Theoretical Physics
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Citation 26

Abstract:

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Quantitative Finance, Efficient Markets, Financial Crisis, History of Economic Thought