Don’t let the Greed catch you! Pleonexia rule applied to Pakistan stock exchange
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DOI: 10.1016/j.physa.2019.04.048
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- Umara Noreen & Attayah Shafique & Usman Ayub & Syed Kashif Saeed, 2022. "Does the Adaptive Market Hypothesis Reconcile the Behavioral Finance and the Efficient Market Hypothesis?," Risks, MDPI, vol. 10(9), pages 1-14, August.
- Muhammad Asad Ali & Muhammad Aqil & Syed Hasnain Alam Kazmi & Syed Imran Zaman, 2023. "Evaluation of risk adjusted performance of mutual funds in an emerging market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1436-1449, April.
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More about this item
Keywords
Sharpe ratio; Rule of thumb; Pleonexia rule; Performance measures;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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