The Distribution of Returns - Journal of Mathematical Finance

JMF > Vol.7 No.3, August 2017

Journal of Mathematical Finance

Volume 7, Issue 3 (August 2017)

ISSN Print: 2162-2434 ISSN Online: 2162-2442

Google-based Impact Factor: 0.87 Citations h5-index & Ranking

The Distribution of Returns ()

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Download as PDF (Size: 694KB) PP. 769-804

DOI: 10.4236/jmf.2017.73041 1,780 Downloads 8,314 Views Citations

Author(s)

David E. Harris

Affiliation(s)

University of Providence, Great Falls, USA.

ABSTRACT

The distribution of the returns on investment depends on the rules in the economic system. The article reviews various return distributions, ranging from equity securities in equilibrium, to antiques bought at auction, to debt instruments with uncertain payouts. A general methodology is provided to construct distributions of returns.

KEYWORDS

Statistical Distributions, Cauchy Distribution, Stock Market Returns, Accounting Ratios, Ratio Distributions

Share and Cite:

Harris, D. (2017) The Distribution of Returns. Journal of Mathematical Finance, 7, 769-804. doi: 10.4236/jmf.2017.73041.

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