Is traditional capital market theory consistent with fat-tailed log returns?
By Günter Bamberg and Gregor Dorfleitner
| Year of publication: |
2002
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|---|---|
| Authors: | Bamberg, Günter ; Dorfleitner, Gregor |
| Published in: |
Journal of business economics : JBE. - Berlin : Springer, ISSN 0044-2372, ZDB-ID 201074-4. - Vol. 72.2002, 8, p. 865-878
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| Subject: | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | CAPM | Kapitalmarkttheorie | Financial economics | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in engl. Sprache In: Zeitschrift für Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001697901