Browsing MIT Libraries by Author "Valavanis, Stavros Athans"
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Identifying risks and mitigating deviations from fundamentals in investment allocation systems
Valavanis, Stavros Athans (Massachusetts Institute of Technology, 2012)The effects of the recent financial crisis have been devastating. Its causes are not well understood, but most people agree that incentive structures led to behaviors which are not captured by the standard theoretical ...