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The Statistical Growth of Asset Portfolios

In: Stock Markets, Investments and Corporate Behavior A Conceptual Framework of Understanding

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  • Michael Dempsey

Abstract

The following sections are included:IntroductionNormally Distributed Growth Rates as a Foundation for Asset Price FormationThe Mathematics of Normally Distributed Growth RatesThe Outcome of Normally Distributed Growth RatesNormally Distributed Growth Rates and the Small Firm Size Effect in the FF-3F ModelTime for Reflection: What Have We Learned?

Suggested Citation

  • Michael Dempsey, 2015. "The Statistical Growth of Asset Portfolios," World Scientific Book Chapters, in: Stock Markets, Investments and Corporate Behavior A Conceptual Framework of Understanding, chapter 7, pages 123-130, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9781783267002_0007
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