PORTFOLIO RETURNS AND THE RANDOM WALK THEORY-Reference-Cited by-同舟云学术

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PORTFOLIO RETURNS AND THE RANDOM WALK THEORY

Published:1971-03 Issue:1 Volume:26 Page:11-30
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Cheng Pao L.,Deets M. King

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference17 articles.

1. Price Movements in Speculative Markets: Trends or Random Walks;Alexander;Industrial Management Review,May, 1961

2. S. S. Alexander Price Movements in Speculative Markets: Trends or Random Walks, No. 2 Paul H. Cootner 3 338 72

3. The Random Walk Hypothesis, Portfolio Analysis and the Buy-and-Hold Criterion;John;Journal of Financial and Quantitative Analysis,September, 1968

4. An Analysis of Portfolio Maintenance Strategies;John;Journal of Finance,June 1970

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