PORTFOLIO ANALYSIS IN A STABLE PARETIAN MARKET

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] Bachelier L., 1900, THEORIE SPECULATION

[3] AN EXPECTED GAIN-CONFIDENCE LIMIT CRITERION FOR PORTFOLIO SELECTION [J]. MANAGEMENT SCIENCE, 1963, 10 (01) : 174 - 182

[4] CHARNES A, MANAGEMENT SCI, V2, P138

[5] COOTNER PH, 1962, IND MANAGEMENT REV, V3, P25

[6] MANDELBROT AND THE STABLE PARETIAN HYPOTHESIS [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 420 - 429

[7] FAMA EF, 1965, J BUSINESS, V38

[8] GNEDENKO BV, 1954, LIMIT DISTRIBUTIONS, pCH7

[9] KENDALL M, 1953, J ROY STAT SOC, P11

[10] Levy P, 1925, CALCUL PROBABILITIES

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] Bachelier L., 1900, THEORIE SPECULATION

[3] AN EXPECTED GAIN-CONFIDENCE LIMIT CRITERION FOR PORTFOLIO SELECTION [J]. MANAGEMENT SCIENCE, 1963, 10 (01) : 174 - 182

[4] CHARNES A, MANAGEMENT SCI, V2, P138

[5] COOTNER PH, 1962, IND MANAGEMENT REV, V3, P25

[6] MANDELBROT AND THE STABLE PARETIAN HYPOTHESIS [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 420 - 429

[7] FAMA EF, 1965, J BUSINESS, V38

[8] GNEDENKO BV, 1954, LIMIT DISTRIBUTIONS, pCH7

[9] KENDALL M, 1953, J ROY STAT SOC, P11

[10] Levy P, 1925, CALCUL PROBABILITIES