Barbut, Lévy, Les marchés efficaces et Arrow
Abstracts
This paper which was prepared for a symposium in honour of Marc Barbut, discusses themes which have linked his intellectual interests, and those of his research group the CAMS with themes in economics. . In particular the first theme concerns the history of the efficient markets hypothesis and and the systematic refusal of the economics profession to heed the warnings of Poincaré, Lévy, Mandelbrot and many others as to the pertinence of Bachelier’s theory. Yet, it is on the latter that the modern theory of finance is based. A second theme concerns the mathematical structure of Arrow’s impossibility theorem, the work of Guilbaud the first director of the CAMS and Monjardet a member of that group who made substantial contributions to our understanding of Arrow’s theorem.
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Bibliographical reference
Alan Kirman, “Barbut, Lévy, Les marchés efficaces et Arrow”, Mathématiques et sciences humaines, 193 | 2011, 67-75.
Electronic reference
Alan Kirman, “Barbut, Lévy, Les marchés efficaces et Arrow”, Mathématiques et sciences humaines [Online], 193 | Printemps 2011, Online since 01 June 2011, connection on 14 September 2026. URL: http://journals.openedition.org/msh/11995; DOI: https://doi.org/10.4000/msh.11995
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Alan Kirman
IDREF : https://idref.fr/026950073
VIAF : http://viaf.org/viaf/100101782
ISNI : https://isni.org/isni/0000000116916150
BNF : http://data.bnf.fr/ark:/12148/cb11909789j
GREQAM, EHESS, 2, rue de la Charité 13002 Marseille, alan.kirman@univmed.fr
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The text and other elements (illustrations, imported files) are “All rights reserved”, unless otherwise stated.
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