Back to search

PORTFOLIO RETURNS AND THE RANDOM WALK THEORY

Data up to Jan 2025

Published1971
Citations48
References23

Total Citations Per Year

Abstract

References (23)

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

Portfolio Selection: Efficient Diversification of Investments.

1962 • 3,736 citations

Introduction to Mathematical Statistics.

1996 • 3,034 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

The Analysis of Economic Time-Series-Part I: Prices

1953 • 807 citations

Nonlinear and Dynamic Programming

1966 • 751 citations

Price Movements in Speculative Markets : Trends or Random Walks

1961 • 643 citations

DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS*

1968 • 502 citations

The Random Character of Stock Market Prices.

1965 • 423 citations

Introduction to Mathematical Statistics.

1966 • 328 citations

Diversification and the Reduction of Dispersion: An Empirical Analysis

1968 • 231 citations

Introduction to Mathematical Statistics.

1966 • 132 citations

Nonlinear and Dynamic Programming

1965 • 132 citations

TEST OF PORTFOLIO BUILDING RULES

1969 • 49 citations

The Random Walk Hypothesis, Portfolio Analysis and the Buy-and-Hold Criterion

1968 • 13 citations

AN ANALYSIS OF PORTFOLIO MAINTENANCE STRATEGIES**

1970 • 10 citations

An Analysis of Portfolio Maintenance Strategies

1970 • 7 citations

Deleted Work

1955 • 0 citations

Cited By (0)

Loading...
PORTFOLIO RETURNS AND THE RANDOM WALK THEORY (1971) – The Journal of Finance | Metascience Observatory Explorer