What Do Humans Perceive in Asset Returns?

Jasmina Hasanhodzic; Andrew W. Lo; Emanuele Viola

doi:10.3905/jpm.2019.45.4.049

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

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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

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Emanuele Viola

is an associate professor of computer science at Northeastern University in Boston, MA

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Vol. 45, Issue 4

April 2019

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What Do Humans Perceive in Asset Returns?