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

G. M. Frankfurter and C. G. Lamoureux

Journal of Financial and Quantitative Analysis, 1989, vol. 24, issue 1, 131-131

Abstract: We are grateful to Don Panton (1989) for pointing out a problem with the IMSL version 9 of the pseudo-random number simulator, GGSTA, written by Chambers, Mallows, and Stuck (1976), which we used in (1987).As Panton (1989) points out, the correction:(a) may or may not materially affect the simulation per se, and/or(b) may or may not materially affect our inferences (drawn from the simulation methodology).

Date: 1989
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