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Publications
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models
Home
Publications
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models
BM
Benoit Mandelbrot
Benoit Mandelbrot
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1 January 1966
journal article
Published by
University of Chicago Press
in
The Journal of Business
Vol. 39
(S1)
,
242
https://doi.org/10.1086/294850
Abstract
No abstract available
Keywords
FORECASTS OF FUTURE
UNBIASED MARKETS
FUTURE PRICES
MARTINGALE
MODELS
Cited by 227 articles