Adaptive Market Hypothesis

  

Categories: Financial Theory

The efficient market hypothesis claimed that, over time, investors couldn't beat the market...that it was smarter than investors. And yes, Warren Buffett chuckles at this notion, because he slaughtered it for half a century. He is wealthy, and Andrew Lo, the MIT professor who posited this theory in 2004, is not. But just to humor the position, the adaptive market hypothesis is cattle rope, trying to bring the efficient market theory together with various models of irrational behavior in the stock market. It's kind of a Darwinian approach to the way in which the stock market works, relying largely on psychology striating the food chain for who does what to whom, in a kind of unholy wrestling match between greed and fear, where fraudulent behavior is the referee.

Related or Semi-related Video

Finance: Who is Warren Buffett?16 Views

00:00

finance a la shmoop who is Warren Buffett

00:06

no that's Warren Buffet that guy always over does it on the crab legs there in [Guy eating a crab leg and throws the scraps back onto the buffet]

00:11

Vegas this is Warren Buffett world's most successful investor he bet big on [Buffett talking to Obama]

00:17

the insurance industry arguably the greatest legal industry on the planet [Chips being put on the insurance industry]

00:21

how does that work while keeping it simple you've bought term life insurance

00:24

you pay 50 bucks a month at age 25 to get half a million dollars in policy for

00:30

your family if you die they make Bank that is their policy pays them a half a [Guy collapses and a grave stone appears]

00:35

million bucks if you die but you don't usually die it's not each month you keep

00:39

going along so this month passes your 50 bucks goes to Warren and co it's called [Grim reaper at the door then he says he is at the wrong house]

00:43

Geico and they count it that's it they just stick it in their pocket very high [Someone counting money and then putting it into a jeans pocket]

00:48

margin yes they have to leave some money for the million dollar death

00:51

that'll happen way down the line or in some random a case where a guy got hit [Guy waiting at a bus stop]

00:56

by a bus or something like that so it does happen but generally the insurance [Guy is hit by the bus that arrives]

00:59

industry is a very high margin lucrative industry Buffett saw that and bet big on

01:04

it he also bet big on the stock market and [Even more chips being placed on the insurance industry and some being put on the stock market]

01:07

called the great market swings of our era almost perfectly his style almost

01:12

never trade he buys and holds forever ish he has run a massively concentrated

01:19

portfolio for a very long time with tens of billions of dollars just in a few [Examples of Buffetts holdings appear]

01:24

stocks such that a normal mutual fund of his size might have a thousand names

01:28

where he has just a dozen big bets big Brunswick's down there his personal life [Someone bowling]

01:33

not so happy rough marriage ignored kids for whom he

01:36

has openly apologized for being a lousy father his work was really his family [A worlds best dad mug with worst written on it]

01:41

which is kind of sad for the guy who could buy pretty much everything but

01:45

didn't here's where he lives in Omaha named after a Peyton Manning NFL signal

01:50

call he famously Shops at Walmart spends little money on himself and will end up [Buffett shopping with only a few basics in his basket]

01:54

giving away virtually all of his fortune to the Gates Foundation yes that gates [Buffett opening a vault full of money for Bill Gates]

01:59

Uncle Bill ever wonder who picks up the dinner tab but when they go out to eat [People arguing over the bill]

02:03

anyway Buffett and gates will have merged their fortunes into the cent a

02:07

billion zone yes a hundred billion dollars of charitable money [Big piles of money being merged together]

02:11

billion and change they're gonna fight to cure cancer malaria aids tuberculosis

02:16

bad short games and whatever other awful diseases may arise in the future but

02:21

terminal nerdism lands here to stay [Bill Gates in hospital for nerdism]

Up Next

Finance: What is Efficient Markets Theory?
141 Views

What is the Efficient Markets Theory? The Efficient Markets Theory says that stocks trade at their fair value all of the time, assuming all informa...

Finance: What is Alpha?
11 Views

What is Alpha? Alpha is an investing term that describes the success of an investment. It looks at the investment’s ability to beat beta (or mark...

Finance: What is a hot issue?
2 Views

What is a hot issue? A hot issue is basically just an IPO that people are really psyched about. This does not necessarily mean that the company is...

Finance: What is Buy and Hold Strategy?
2 Views

What is a Buy and Hold Strategy? A buy and hold strategy can be thought of as what someone might use in a retirement account or college account (co...

Find other enlightening terms in Shmoop Finance Genius Bar(f)