Notes
1 Harry Markowitz, “Portfolio Selection,” Journal of Finance 7(1), March 1952, 77–91.
2 Burton G. Malkiel, “The Efficient Market Hypothesis and Its Critics,” Journal of Economic Perspectives 17(1), Winter 2003, 59–82.
3 www.travismorien.com/FAQ/portfolios/mptcriticism.htm
4 Richard Martin, “Wall Street's Quest to Process Data at the Speed of Light,” Information Week, April 21, 2007.
5 The term reflexivity was coined by George Soros in The Alchemy of Finance: Reading the Mind of the Market (Wiley Investment Classics, 1987).
6 Reinhold P. Lamb, K. Ma, R. Daniel Pace, and William F. Kennedy, “The Congressional Calendar and Stock Market Performance,” Financial Services Review 6(1), 1997, 19–25.
7 Michael F. Ferguson and Hugh Douglas Witte, “Congress and the Stock Market,” March 13, 2006, http://ssrn.com/abstract=687211
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