Correction to: Beating the market? A mathematical puzzle for market efficiency

被引：0

作者：

Michael Heinrich Baumann

机构：

[1] University of Bayreuth,

来源：

Decisions in Economics and Finance | 2023年 / 46卷

关键词：

Robust positive expectation property; Simultaneously long short trading; Correction;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this note, we point out a missing assumption for ‘Michael Heinrich Baumann, Beating the market? A mathematical puzzle for market efficiency, Decis Econ Finance 45: 279–325, 2022.’ In detail, we have to assume the (almost sure) survival of the controllers. Further, we discuss this assumption concerning relevance for theory and implementations and how it may alter the results and we give directions for future research.

引用

页码：731 / 733

页数：2