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 |
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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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