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

Don B. Panton

Journal of Financial and Quantitative Analysis, 1989, vol. 24, issue 1, 129-130

Abstract: This paper points out errors in the stable variate generator used by Frankfurter and Lamoureux (1987) in a recent simulation study. The study was aimed at determining whether or not the assumption of the distributional form of stock returns is important in the construction of optimal portfolios.

Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:cup:jfinqa:v:24:y:1989:i:01:p:129-130_01

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