PORTFOLIO RETURNS AND RANDOM WALK THEORY - COMMENT

被引:0
|
作者
WEST, RR
TINIC, SM
机构
[1] UNIV OREGON,COLL BUSINESS,EUGENE,OR 97403
[2] UNIV ALBERTA,FAC BUSINESS ADM & COMMERCE,EDMONTON,ALBERTA,CANADA
来源
JOURNAL OF FINANCE | 1973年 / 28卷 / 03期
关键词
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:733 / 741
页数:9
相关论文
共 50 条
  • [1] PORTFOLIO RETURNS AND RANDOM-WALK THEORY - COMMENT
    GOLDMAN, MB
    JOURNAL OF FINANCE, 1976, 31 (01): : 153 - 156
  • [2] PORTFOLIO RETURNS AND RANDOM WALK THEORY
    CHENG, PL
    DEETS, MK
    JOURNAL OF FINANCE, 1971, 26 (01): : 11 - 30
  • [3] PORTFOLIO RETURNS AND RANDOM WALK THEORY - REPLY
    CHENG, PL
    DEETS, MK
    JOURNAL OF FINANCE, 1973, 28 (03): : 742 - 745
  • [4] PORTFOLIO RETURNS AND RANDOM-WALK THEORY - REPLY
    CHENG, PL
    DEETS, MK
    JOURNAL OF FINANCE, 1976, 31 (01): : 157 - 161
  • [5] ON MULTIPLE RETURNS IN THE RANDOM-WALK PROBLEM
    DOMB, C
    PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1954, 50 (04): : 586 - 591
  • [7] Analysis of Investment Returns as Markov Chain Random Walk
    Mettle, Felix Okoe
    Aidoo, Emmanuel Kojo
    Dowuona, Carlos Oko Narku
    Agyekum, Louis
    INTERNATIONAL JOURNAL OF MATHEMATICS AND MATHEMATICAL SCIENCES, 2024, 2024
  • [8] Portfolio selection problems with random fuzzy variable returns
    Hasuike, Takashi
    Katagiri, Hideki
    Ishii, Hiroaki
    2007 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS, VOLS 1-4, 2007, : 416 - +
  • [9] Expected model for portfolio selection with random fuzzy returns
    Huang, Xiaoxia
    INTERNATIONAL JOURNAL OF GENERAL SYSTEMS, 2008, 37 (03) : 319 - 328
  • [10] Portfolio selection problems with random fuzzy variable returns
    Hasuike, Takashi
    Katagiri, Hideki
    Ishii, Hiroaki
    FUZZY SETS AND SYSTEMS, 2009, 160 (18) : 2579 - 2596