13
Apr
11

Refutando la Teoría de Portfolio

Siempre es un lujo redireccionar los post de Quantivity, en esta ocación hay un deleite de papers para el refute de la Teoría de Portfolio.

Despite intellectual tradition, the mountain of contrary evidence is simply too overwhelming:

  • Decades of counterexamples to CAPM
  • Increasing cross-asset correlations worldwide, dramatically reducing diversification efficacy
  • Two market bubbles, amply validating behavioral finance to those working in tech and finance
  • Quantification across many marketplaces, rapidly accelerating since 2007
  • Rise of “volatility” as a proposed asset class, going back to Derman in 2003

 


0 Responses to “Refutando la Teoría de Portfolio”



  1. Leave a Comment

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s


Fun & Finance

Vimeo

Fun & Finance Rollover

Contacto

informes@qfclub.com.ar
"It is hard to be finite upon an infinite subject, and all subjects are infinite." Herman Melville

Powered by

April 2011
M T W T F S S
« Mar   May »
 123
45678910
11121314151617
18192021222324
252627282930  

Categorias

Archivo

Ingrese su dirección de email para suscribirse a este blog y recibir las notificaciones de nuevos posts via email

Join 35 other followers

Web Analytics Clicky

%d bloggers like this: