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PORTFOLIO RETURNS AND THE RANDOM WALK THEORY
12 references·6 citing·26 second hop
PORTFOLIO RETURNS AND THE RANDOM WALK THEORY (1971)PORTFOLIO RETURNS AND THE RANDOM WALK THE…DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS* (1968)DIVERSIFICATION AND THE REDUC…Nonlinear and Dynamic Programming (1966)Nonlinear and Dynamic Program…Market and Industry Factors in Stock Price Behavior (1966)Market and Industry Factors i…Equilibrium in a Capital Asset Market (1966)Equilibrium in a Capital Asse…The Random Character of Stock Market Prices. (1965)The Random Character of Stock…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)SECURITY PRICES, RISK, AND MA…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…The Analysis of Economic Time-Series-Part I: Prices (1953)The Analysis of Economic Time…Behavioral finance in financial market theory, utility theory, portfolio theory and the necessary statistics: A review (2014)Behavioral finance in financi…Portfolio optimization in an upside potential and downside risk framework (2013)Portfolio optimization in an …State-value weighted entropy as a measure of investment risk (1986)State-value weighted entropy …Premium to book value may be a contrary indicator (1986)Premium to book value may be …Efficiency and the programs to develop capital markets (1979)Efficiency and the programs t…The behavior of equity securities on the German Stock Exchange (1977)The behavior of equity securi…Dividend Policy, Growth, and the Valuation of Shares (1961)Diversification, Ricardian Rents, and Tobin's q (1988)The Event Study Methodology Since 1969 (1998)Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns (2002)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)An Engine, Not a Camera (2006)Does board gender diversity improve the informativeness of stock prices? (2011)… and the Cross-Section of Expected Returns (2015)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Chance Constrained Programming with Joint Constraints (1965)Specific Human Capital: An Application to Quit Rates and Layoff Rates (1972)A Consumer-Based Methodology for the Identification of New Product Ideas (1974)Rational Expectations and the Theory of Price Movements (1961)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Rational Theory of Warrant Pricing (2015)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1966Equilibrium in a Capital Asset Market4,896 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,451 cited
  • 1966Market and Industry Factors in Stock Price Behavior838 cited
  • 1953The Analysis of Economic Time-Series-Part I: Prices831 cited
  • 1966Nonlinear and Dynamic Programming742 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1968DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS*588 cited
  • 1965The Random Character of Stock Market Prices.382 cited

Cited by

  • 2013Portfolio optimization in an upside potential and downside risk framework52 cited
  • 2014Behavioral finance in financial market theory, utility theory, portfolio theory and the necessary statistics: A review45 cited
  • 1986State-value weighted entropy as a measure of investment risk

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43 cited
  • 1986Premium to book value may be a contrary indicator26 cited
  • 1979Efficiency and the programs to develop capital markets23 cited
  • 1977The behavior of equity securities on the German Stock Exchange21 cited