PORTFOLIO RETURNS AND RANDOM WALK THEORY

被引：18

作者：

CHENG, PL ^{[1
]}

DEETS, MK ^{[1
]}

机构：

[1] UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA

来源：

关键词：

D O I：

10.2307/2325737

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：11 / 30

页数：20

共 17 条

[1]

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[2]

ALEXANDER SS, RANDOM CHARACTER STO, P338

[3]

COTTNER PH, 1964, RANDOM CHARACTER STO, P231

EVANS, JL .

[5] DIVERSIFICATION AND REDUCTION OF DISPERSION - EMPIRICAL ANALYSIS [J].

EVANS, JL ;

ARCHER, SH .

[6] ANALYSIS OF PORTFOLIO MAINTENANCE STRATEGIES [J].

EVANS, JL .

[7] THE BEHAVIOR OF STOCK-MARKET PRICES [J].

FAMA, EF .

[8]

HADLEY G, 1964, NONLINEAR DYNAMIC PR, P83

[9]

HOGG RV, 1965, INTRO MATHEMATICAL S

[10]

KENDALL MG, 1953, J ROYAL STATISTICAL, V96, P11