The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios: Reply

G. M. Frankfurter, Christopher G Lamoureux

Research output: Contribution to journalArticle

Original languageEnglish (US)
Pages (from-to)131
Number of pages1
JournalJournal of Financial and Quantitative Analysis
Volume24
Issue number1
DOIs
StatePublished - 1989
Externally publishedYes

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Stock returns
Optimal portfolio

ASJC Scopus subject areas

  • Finance
  • Accounting
  • Economics and Econometrics

Cite this

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