Chaos in financial markets - by Hala Reda Awada
Abstract
The current market theories of Modern Portfolio Theory (MPT), Capital Asset Pricing Model (CAPM) and Black- Scholes Option Pricing Model are all based on th e Efficient Market Hypothesis (EMH). The EMH in turn was formulated based on the assumptions of th
Description
Project (M.A.F.E.)--American University of Beirut, Dept. of Economics, 2005.
Bibliography: leaves 52-54.
Bibliography: leaves 52-54.