The stationary distribution of returns and portfolio aeparation in capital markets: A fundamental contradiction

Barr Rosenberg, James Arvid Ohlson

Research output: Journal article publicationJournal articleAcademic researchpeer-review

32 Citations (Scopus)
Original languageEnglish
Pages (from-to)393-402
Number of pages10
JournalJournal of Financial and Quantitative Analysis
Volume11
Issue number3
DOIs
Publication statusPublished - 1 Jan 1976
Externally publishedYes

ASJC Scopus subject areas

  • Accounting
  • Finance
  • Economics and Econometrics

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