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The log distribution of returns is $$\frac{1}{2\gamma}\text{sech}\left[\frac{\pi}{2}\left(\frac{x-\mu}{\gamma}\right)\right]$$ when bankruptcy, mergers and the budget constraint are ignored. I think …
answered Nov 20 '17 by Dave Harris
0
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So let us look closely at the series to analyze it. For starters let us look at a daily series and ignore things like weekends and holidays and ignore things like rebalancing and weightings for now. …
answered May 9 '18 by Dave Harris
2
votes
The CAPM has been falsified repeatedly. See Fama, Eugene F.; MacBeth, James D. (1973). "Risk, Return, and Equilibrium: Empirical Tests". Journal of Political Economy. 81 (3): 607–636 The CAPM …
answered May 17 by Dave Harris
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You would perform a multiple regression, except that instead of using the standard default of $\beta=0$, for all of your $\beta$s, instead, you would use $\beta=1$ for all $\beta$s. If the F test is …
answered Feb 1 by Dave Harris
2
votes
Choose John Deere. Some firms provide minimal disclosures, other firms are very good at making investors aware of every detail. Deere provides excellent and complete disclosures, well beyond what the …
answered May 6 by Dave Harris