a. What are the main assumptions of arithmetic random walks? b. What are their main disadvantages when

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a. What are the main assumptions of arithmetic random walks?

b. What are their main disadvantages when modeling asset prices?

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The Theory And Practice Of Investment Management

ISBN: 9780470929902

2nd Edition

Authors: Frank J Fabozzi, Harry M Markowitz

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Question Posted: Dec 19, 2023 01:35 AM

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a. What are the main assumptions of arithmetic random walks? b. What are their main disadvantages when

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The Theory And Practice Of Investment Management

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