Counter-examples to an Assertion Concerning the Normal Distribution and a New Stochastic Price Fluctuation Model

DOI10.2307/2296391zbMATH Open0224.90020OpenAlexW2167175988MaRDI QIDQ5630799FDOQ5630799

Authors: Robert A. Agnew 

Publication date: 1971

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2296391

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Microeconomic theory (price theory and economic markets) (91B24)

Cited In (3)

• Mutual fund separation in financial theory - the separating distributions
• A characterization of the distributions that imply mean-variance utility functions
• Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM

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