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La vérification du CAPM et la théorie des promenades aléatoires. A propos d'une controverse

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  • David Zajdenweber

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  • David Zajdenweber, 1977. "La vérification du CAPM et la théorie des promenades aléatoires. A propos d'une controverse," Revue Économique, Programme National Persée, vol. 28(6), pages 1005-1008.
    • Handle: RePEc:prs:reveco:reco_0035-2764_1977_num_28_6_408360
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    References listed on IDEAS

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    1. Robert Blattberg & Thomas Sargent, 2010. "Regression With Non-Gaussian Stable Disturbances: Some Sampling Results," World Scientific Book Chapters, in: Greg M Allenby (ed.), Perspectives On Promotion And Database Marketing The Collected Works of Robert C Blattberg, chapter 1, pages 7-16, World Scientific Publishing Co. Pte. Ltd..
    2. Jean-Jacques Rosa, 1976. "Rentabilité, risque et équilibre à la Bourse de Paris," Revue Économique, Programme National Persée, vol. 27(4), pages 608-662.
    3. Kadiyala, Koteswara Rao, 1972. "Regression with Non-Gaussian Stable Disturbances: Some Sampling Results," Econometrica, Econometric Society, vol. 40(4), pages 719-722, July.
    4. Michel Mouillart, 1977. "La vérification du CAPM et la théorie des promenades aléatoires," Revue Économique, Programme National Persée, vol. 28(2), pages 286-290.
    5. Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78, World Scientific Publishing Co. Pte. Ltd..
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