An application of Martingale convergence theorem to analyse company data

Augustine, V. C. ; Nadkarni, M. G. (2009) An application of Martingale convergence theorem to analyse company data Sankhya, 71-B (2). pp. 264-289. ISSN 0972-7671

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Abstract

Martingale Convergence Theorem, in a slightly general form, when applied to the process of investor's fortune tells that an investor with a limited aim of enhancing her fortune k-fold will, in due course, either attain her aim or lose the entire initial investment. We verify and apply this theorem to analyse certain company data.

Item Type:Article
Source:Copyright of this article belongs to Indian Statistical Institute.
Keywords:Martingale Convergence Theorem; Investor's Fortune; Net Worth
ID Code:92051
Deposited On:26 May 2012 13:30
Last Modified:19 May 2016 05:38

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