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L'efficience informationnelle des marchés: une hypothèse, et au-delà ?

Listed author(s):
  • Roland Gillet
  • Ariane Szafarz

L'hypothèse d'efficience des marchés n'a pas toujours été (et n'est toujours pas) admise facilement par les praticiens de la finance dont la pertinence du conseil en placements se trouve menacée au profit de stratégies indicielles passives. La littérature académique s'est donc attelée à élaborer de très nombreux tests empiriques en ce domaine. Cet article resitue le débat à la lumière des bases théoriques en termes d'anticipations rationnelles. Plusieurs affirmations fréquemment entendues sur le sujet y sont commentées et les outils économétriques de la littérature empirique qui, depuis une quarantaine d'années ne cessent de d'évoluer, sont présentés.

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Paper provided by ULB -- Universite Libre de Bruxelles in its series Working Papers CEB with number 04-004.RS.

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Length: 21 p.
Date of creation: Feb 2004
Publication status: Published by: Centre Emile Bernheim, Bruxelles
Handle: RePEc:sol:wpaper:04-004
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