Ken Kam and Market Efficiency
An entrepreneur named Ken Kam has transcended the conventional interpretations of how to go about picking mutual-fund stock pickers. Compared to the S&P500, his mutual fund has been delivering significantly better returns with a significantly better "beta." His discovery is not aptly described as merely new information, and thus illustrates the point that knowledge ought not be flattened down to mere information. Does Ken Kam's mutual fund falsify the so-called market efficiency hypothesis? If not, why not? And if not, what would?
Volume (Year): 1 (2004)
Issue (Month): 1 (April)
|Contact details of provider:|| Postal: |
Phone: (703) 993-1151
Web page: http://econjwatch.org/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:ejw:journl:v:1:y:2004:i:1:p:185-191. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jason Briggeman)The email address of this maintainer does not seem to be valid anymore. Please ask Jason Briggeman to update the entry or send us the correct address
If references are entirely missing, you can add them using this form.