Original title: Capital Market Efficiency and Tsallis Relative Entropy
Translated title: Výkonnost kapitálových trhů a relativní entropie Tsalise
Authors: Vošvrda, Miloslav
Document type: Papers
Conference/Event: 27th International Conference Mathematical Methods in Economics 2009, Kostelec nad Černými lesy (CZ), 2009-09-09 / 2009-09-11
Year: 2009
Language: eng
Abstract: [eng] [cze]
The concept of the capital market efficiency is a central notion in the financial markets theory. This notion is generally useful to describe a capital market in which is relevant information. Koncept výkonnosti kapitálových trhů je centrálním pojmem v teorii finančních trhů. Tento pojem je obecně užívaný k popsání kapitálového trhu, ve kterém je relevantní informace.
Keywords: Capital Market Efficiency; expectation; Famma's approach; macroeconomic equilibrium; Tsallis entropy
Project no.: CEZ:AV0Z10750506 (CEP), GA402/09/0965 (CEP), LC06075 (CEP)
Funding provider: GA ČR, GA MŠk
Host item entry: Proceedings of 27th International Conference Mathematical Methods in Economics 2009, ISBN 978-80-213-1963-9

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2009/E/vosvrda-capital market efficiency and tsallis relative entropy.pdf
Original record: http://hdl.handle.net/11104/0176033

Permalink: http://www.nusl.cz/ntk/nusl-40526


The record appears in these collections:
Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers