Testing Stock Return Distribution in the Tehran Stock Exchange
In the past several years many financial theories such as portfolio optimization model, model prices of capital assets (CAPM), arbitrage pricing, and the like, are based on normal return distribution. Yet recent research has rejected the assumption that if the distribution of returns is different fr...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2013-06-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | http://jfm.alzahra.ac.ir/article_952_f34c760218ccb943b967c5fe9abc8da6.pdf |