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Counter-examples to an Assertion Concerning the Normal Distribution and a New Stochastic Price Fluctuation Model

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Publication:5630799
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DOI10.2307/2296391zbMath0224.90020OpenAlexW2167175988MaRDI QIDQ5630799

Robert A. Agnew

Publication date: 1971

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2296391



Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Statistical methods; economic indices and measures (91B82)


Related Items (3)

Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM ⋮ A characterization of the distributions that imply mean-variance utility functions ⋮ Mutual fund separation in financial theory - the separating distributions




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