Correction to: Beating the market? A mathematical puzzle for market efficiency

Michael Heinrich Baumann ()
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Michael Heinrich Baumann: University of Bayreuth

Decisions in Economics and Finance, 2023, vol. 46, issue 2, No 16, 733 pages

Abstract: Abstract In this note, we point out a missing assumption for ‘Michael Heinrich Baumann, Beating the market? A mathematical puzzle for market efficiency, Decis Econ Finance 45: 279–325, 2022.’ In detail, we have to assume the (almost sure) survival of the controllers. Further, we discuss this assumption concerning relevance for theory and implementations and how it may alter the results and we give directions for future research.

Keywords: Robust positive expectation property; Simultaneously long short trading; Correction (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s10203-023-00405-1

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