What Do Humans Perceive in Asset Returns?
Jasmina Hasanhodzic, Andrew W. Lo and Emanuele Viola
The Journal of Portfolio Management April 2019, 45 (4) 49-60; DOI: https://doi.org/10.3905/jpm.2019.45.4.049
Jasmina Hasanhodzic
is an assistant professor of finance at Babson College in Wellesley, MA
Andrew W. Lo
is the Charles E. and Susan T. Harris professor at the MIT Sloan School of Management, director, MIT Laboratory for Financial Engineering and a principal investigator at the MIT Computer Science and Artificial Intelligence Laboratory in Cambridge, MA
Emanuele Viola
is an associate professor of computer science at Northeastern University in Boston, MA
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In this issue
The Journal of Portfolio Management
Vol. 45, Issue 4
April 2019
What Do Humans Perceive in Asset Returns?
Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola
The Journal of Portfolio Management Mar 2019, 45 (4) 49-60; DOI: 10.3905/jpm.2019.45.4.049