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http://www.glennshafer.com
Rutgers, The State University of New Jersey - Accounting & Information Systems
Efficient Market Hypothesis, Game Theoretic, Lead-Lag, Correlations, Stock Returns
CAPM, Capital Asset Pricing Model, EMH, Efficient Market Hypothesis, continuous time, non-standard analysis, performance deficit, portfolio performance, performance of mutual funds
significance test, p-value, p-hacking, confidence interval, Bernoullian, Bayesian, Laplace, Fourier, Gauss, Cournot, Edgeworth, Fisher, Neyman