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On equity market inefficiency during the COVID-19 pandemic

Robert Navratil1, Stephen Taylor1,2, Jan Vecer1,3

  • 1Charles University, Department of Probability and Statistics, Faculty of Mathematics and Physics, Sokolovska 83, 18675 Praha 8, Czech Republic.

International Review of Financial Analysis
|December 26, 2022
PubMed

Keywords:
Efficient market hypothesisMerton’s optimal portfolioUtility maximization

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