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

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EVANS, JL
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1968, 3 (03) : 327 - 342
[5] DIVERSIFICATION AND REDUCTION OF DISPERSION - EMPIRICAL ANALYSIS
EVANS, JL
ARCHER, SH
[J]. JOURNAL OF FINANCE, 1968, 23 (05) : 761 - 767
[6] ANALYSIS OF PORTFOLIO MAINTENANCE STRATEGIES
EVANS, JL
[J]. JOURNAL OF FINANCE, 1970, 25 (03) : 561 - 571
[7] THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
[J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105
[8] HADLEY G, 1964, NONLINEAR DYNAMIC PR, P83
[9] HOGG RV, 1965, INTRO MATHEMATICAL S
[10] KENDALL MG, 1953, J ROYAL STATISTICAL, V96, P11