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Renata Rendek

1 paper hereh-index 6205 citations15 works total

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  • last author1

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  • q-fin.PM1

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collaborators

1 paper

q-fin.PM2017

Market Efficiency and Growth Optimal Portfolio

Eckhard Platen, Renata Rendek

The paper predicts an Efficient Market Property for the equity market, where stocks, when denominated in units of the growth optimal portfolio (GP), have zero instantaneous expecte…

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