This paper studies the US equity market during the COVID-19 period in the first half of 2020.
There is a record rise, then a record fall in prices and then a record recovery. Throughout the …

I begin with five views or camps of beliefs concerning the US stock market. There are
efficient markets where prices are correct except for transactions costs, risk premia where …

This paper reviews contributions to portfolio theory and practice by William T. Ziemba and
his colleagues. The paper covers static and dynamic portfolio and capital growth theory …

The article discusses the legacy of writer William T. Ziemba and his contributions to the
investment field, particularly his publications in the periodical. Topics covered include …

Abstract The Ontario Municipal Employees Retirement System (OMERS) is one of Canada's
largest pensions. Many pensions, OMERS included, face uncertainty due to demographics …

The Covid-19 crisis had a great impact on fixed income markets. Beginning in early March
2020, yield spreads soared, dealers shifted from buying to selling, and liquidity seemingly …

In this dissertation, we study a series of diversification strategies in order to improve the
understanding of the diversification of investments that was mathematically established by …

The Covidâ•’10 Crash in the US Stock Market Page 1 22 wilmottmagazine The S&P500 rose
in early 2020 on the basis of record low interest rates in the USA, and globally to a record …

Sodobna makroekonomska teorija preko številnih funkcij razlaga in pojasnjuje, kako se
obnašajo finančni trgi v različnih delih gospodarskih in monetarnih ciklov, kateri dejavniki …