PREDICTION OF STOCK RETURNS MAY BE FALLACIOUS: A STOCHASTIC CONFIRMATION OF MALKIEL’S ASSERTION ON DARTBOARD INVESTMENTS (Q5069517)
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scientific article; zbMATH DE number 7508904
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PREDICTION OF STOCK RETURNS MAY BE FALLACIOUS: A STOCHASTIC CONFIRMATION OF MALKIEL’S ASSERTION ON DARTBOARD INVESTMENTS |
scientific article; zbMATH DE number 7508904 |
Statements
PREDICTION OF STOCK RETURNS MAY BE FALLACIOUS: A STOCHASTIC CONFIRMATION OF MALKIEL’S ASSERTION ON DARTBOARD INVESTMENTS (English)
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19 April 2022
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prediction
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stock returns
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modified Black-Scholes model
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relative volatility
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critical relation
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