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| Topic: |
Business
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| Number of pages / Number of words: |
32 / 8849 |
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Their findings that the variance of returns is
not constant over time (heteroscedasticity) and that the distribution of price changes
were not Gaussian but leptokurtic, are among the foundations of modern financial
theory. Fama concluded that the empirical distributions of share prices followed not a
Gaussian but a Stable Paretian distribution with characteristic exponent less than 2,
that is, with finite mean but infinite variance...
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Fama concluded that the empirical distributions of share prices followed not a
Gaussian but a Stable Paretian distribution with characteristic exponent less than 2,
that is, with finite mean but infinite variance.
However, it was only with the Capital Asset Pricing Model (CAPM) developed by
Sharpe (1964) that one of the important problems of modern financial economics
was formalized: the quantification of the trade-off between risk and expected return...
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