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Investigation into optimal portfolio allocation of stocks having non-normal returns
(Indian Institute of Management Ahmedabad, 2005)
Abstract
Introduction and context description:
According to the traditional asset pricing methods the returns of stocks are assumed to be normally distributed with mean and standard deviation in these cases the mean and ...
Investigation into optimal portfolio allocation of stocks having non - normal returns
(Indian Institute of Management Ahmedabad, 2005)
Abstract:
1) Introduction and context description:
According to the traditional asset pricing methods, the returns of stocks are assumed to be normally distributed with mean jx and standard deviation o. In these cases, ...