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Misbehavior
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trendfollowing.com
Benoit Mandelbrot: Markets Are Not Efficient
Benoit B. Mandelbrot: “The risk-reducing formulas behind portfolio theory rely on a number of demanding and ultimately unfounded premises. First, they suggest that price changes are statistically independent from one another…The second assumption is that price changes are distributed in a pattern that conforms to a standard bell curve. Do ...
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