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Harris, D. (2015) A Population Test of Distribution Assumptions in Mean-Variance Models for the Years 1925-2013. Working Paper at SSRN, Amsterdam.

has been cited by the following article:

• TITLE: The Distribution of Returns

  AUTHORS: David E. Harris

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

  JOURNAL NAME: Journal of Mathematical Finance, Vol.7 No.3, August 31, 2017

  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.