Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Rendek, Renata"'
Autor:
Platen, Eckhard, Rendek, Renata
The paper predicts an Efficient Market Property for the equity market, where stocks, when denominated in units of the growth optimal portfolio (GP), have zero instantaneous expected returns. Well-diversified equity portfolios are shown to approximate
Externí odkaz:
http://arxiv.org/abs/1706.06832
Autor:
PLATEN, ECKHARD1,2 (AUTHOR) eckhard.platen@uts.edu.au, RENDEK, RENATA3 (AUTHOR) renata.rendek@gmail.com
Publikováno v:
International Journal of Theoretical & Applied Finance. Nov2020, Vol. 23 Issue 7, pN.PAG-N.PAG. 33p.
Autor:
Platen, Eckhard, Rendek, Renata
Publikováno v:
Journal of Asset Management. Feb2012, Vol. 13 Issue 1, p34-50. 17p. 2 Charts, 5 Graphs.
Publikováno v:
Journal of Statistical Theory and Practice; September 2011, Vol. 5 Issue: 3 p425-452, 28p
Autor:
Platen, Eckhard, Rendek, Renata
Publikováno v:
Journal of Statistical Theory and Practice; June 2008, Vol. 2 Issue: 2 p233-251, 19p