Adaptive Markets Hypothesis

GPTKB entity

Statements (25)
Predicate Object
gptkbp:instanceOf gptkb:economic_policy
gptkbp:contrastsWith gptkb:Efficient_Market_Hypothesis
gptkbp:describes market efficiency as evolving
gptkbp:emphasizes role of adaptation
role of competition
role of innovation
role of natural selection
gptkbp:explains market anomalies
changing risk premiums
irrational investor behavior
gptkbp:field behavioral finance
financial economics
https://www.w3.org/2000/01/rdf-schema#label Adaptive Markets Hypothesis
gptkbp:includes principles of evolutionary biology
gptkbp:influenced asset pricing
investment strategies
gptkbp:proposedBy gptkb:Andrew_Lo
market participants adapt to changing environments
gptkbp:publishedIn gptkb:Journal_of_Portfolio_Management
gptkbp:relatedTo behavioral economics
evolutionary finance
market ecology
gptkbp:yearProposed 2004
gptkbp:bfsParent gptkb:Andrew_Lo
gptkbp:bfsLayer 5