Mathematics in the Stock Exchange: Proceedings of a Symposium Organised by the Institute of Mathematics and Its Applications, Held in London on October 18th, 1972
Institute of Mathematics and Its Applications
Institute of Mathematics and Its Applications, Jan 1, 1972 - Investments - 95 pages
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4-week changes analysis autocorrelation bank rate Brew British equity calculated capital cast companies distribution dividend cover dividend yield earnings per share equity market estimated B's estimation errors example excess money expected explain F.T. index factors fore forecast fundamental analysis future gilt-edged market Granger gross redemption yield hypothesis important indicator variable individual stocks interest rates investors lagged least-squares estimates long term mathematical Mean P/E method money supply movement normal distribution obtained P/E ratio paper performance periodogram portfolio selection pre-tax profits predicted price earnings ratio price relative produced profits growth random walk ranking rate of return rate of tax redemption yield curve regression reinvestment relative strength procedures relative strength strategy residuals risk sector securities serial correlation share prices short term significantly different spectral methods statistics stock market stock to stock studies Table techniques trend true 8's variance weighted moving average