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PORTFOLIO RETURNS AND THE RANDOM WALK THEORY · Study

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ArticlePORTFOLIO RETURNS AND THE RANDOM WALK THEORY

Pao Lun Cheng1971

Article1971

PORTFOLIO RETURNS AND THE RANDOM WALK THEORY

Pao Lun Cheng · M. King Deets

52 citations·0/0 files stored·The Journal of Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1965The Behavior of Stock-Market Prices 1959Portfolio Selection: Efficient Diversification of Investments 1966Equilibrium in a Capital Asset Market 1962Portfolio Selection: Efficient Diversification of Investments.1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*1966Market and Industry Factors in Stock Price Behavior 1953The Analysis of Economic Time-Series-Part I: Prices

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2013Portfolio optimization in an upside potential and downside risk framework 2014Behavioral finance in financial market theory, utility theory, portfolio theory and the necessary statistics: A review 1986State-value weighted entropy as a measure of investment risk 1986Premium to book value may be a contrary indicator 1979Efficiency and the programs to develop capital markets

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1970THE UNCERTAINTY IN RISK: IS VARIANCE UNAMBIGUOUS?article · 7 shared references 1968RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTSarticle · 6 shared references 1970RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCEarticle · 6 shared references 1974The Effect of Regulation Changes on Insider Tradingarticle · 6 shared references 1974The Market Model Applied to European Common Stocks: Some Empirical Resultsarticle · 6 shared references 2005Risk and the Discount Rate for Public Investmentpreprint · 6 shared references

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Year1971

Typearticle

Published1971-03-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations52

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1540-6261.1971.tb00585.x

openalex_workW2164157743

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