ON THE CLASS OF ELLIPTICAL DISTRIBUTIONS AND THEIR APPLICATIONS TO THE THEORY OF PORTFOLIO CHOICE

[1] COUNTER-EXAMPLES TO AN ASSERTION CONCERNING NORMAL DISTRIBUTION AND A NEW STOCHASTIC PRICE FLUCTUATION MODEL [J]. REVIEW OF ECONOMIC STUDIES, 1971, 38 (115) : 381 - 383

[2] Bawa V. S., 1975, J FINANC ECON, V2, P95, DOI DOI 10.1016/0304-405X(75)90025-2

[3] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[4] EFFECT OF ESTIMATION RISK ON CAPITAL-MARKET EQUILIBRIUM [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1979, 14 (02) : 215 - 220

[5] CLARK PK, 1973, ECONOMETRICA, V41, P147

[6] DEVLIN SJ, 1976, ESSAYS PROBABILITY S, P365

[7] MEAN-VARIANCE ANALYSIS IN THEORY OF LIQUIDITY PREFERENCE AND PORTFOLIO SELECTION [J]. REVIEW OF ECONOMIC STUDIES, 1969, 36 (01) : 5 - 12

[8] Feller W., 1966, INTRO PROBABILITY TH, V2

[9] JOHNSON NL, 1972, DISTRIBUTIONS STATIS

[10] KELKER D, 1970, SANKHYA SER A, V32, P419

[1] COUNTER-EXAMPLES TO AN ASSERTION CONCERNING NORMAL DISTRIBUTION AND A NEW STOCHASTIC PRICE FLUCTUATION MODEL [J]. REVIEW OF ECONOMIC STUDIES, 1971, 38 (115) : 381 - 383

[2] Bawa V. S., 1975, J FINANC ECON, V2, P95, DOI DOI 10.1016/0304-405X(75)90025-2

[3] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[4] EFFECT OF ESTIMATION RISK ON CAPITAL-MARKET EQUILIBRIUM [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1979, 14 (02) : 215 - 220

[5] CLARK PK, 1973, ECONOMETRICA, V41, P147

[6] DEVLIN SJ, 1976, ESSAYS PROBABILITY S, P365

[7] MEAN-VARIANCE ANALYSIS IN THEORY OF LIQUIDITY PREFERENCE AND PORTFOLIO SELECTION [J]. REVIEW OF ECONOMIC STUDIES, 1969, 36 (01) : 5 - 12

[8] Feller W., 1966, INTRO PROBABILITY TH, V2

[9] JOHNSON NL, 1972, DISTRIBUTIONS STATIS

[10] KELKER D, 1970, SANKHYA SER A, V32, P419