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Bamberg, Günter ; Dorfleitner, Gregor

Is Traditional Capital Market Theory Consistent with Fat-Tailed Log Returns?

Bamberg, Günter and Dorfleitner, Gregor (2002) Is Traditional Capital Market Theory Consistent with Fat-Tailed Log Returns? Zeitschrift für Betriebswirtschaft 72 (8), pp. 865-873.

Date of publication of this fulltext: 05 Aug 2009 13:45
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Item typeArticle
Journal or Publication TitleZeitschrift für Betriebswirtschaft
Publisher:Gabler/GWV-Fachverlag
Volume:72
Number of Issue or Book Chapter:8
Page Range:pp. 865-873
DateAugust 2002
InstitutionsBusiness, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)
Interdisciplinary Subject NetworkImmobilien- und Kapitalmärkte
Dewey Decimal Classification300 Social sciences > 330 Economics
StatusPublished
RefereedYes, this version has been refereed
Created at the University of RegensburgNo
Item ID3806

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