Modeling stock prices in a portfolio using multidimensional geometric brownian motion
Author:
Publisher
IOP Publishing
Subject
General Physics and Astronomy
Link
http://stacks.iop.org/1742-6596/1025/i=1/a=012122/pdf
Reference12 articles.
1. Random Walks in Stock Market Prices
2. Market Timing of New Equity Offerings: Evidence from Chinese Listed Firms
3. Forecasting Share Prices of Small Size Companies in Bursa Malaysia Using Geometric Brownian Motion
4. On The Validity of The Geometric Brownian Motion Assumption
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