Simulating the Case against Stock Picking
DOI:
https://doi.org/10.20448/2002.41.37.39Keywords:
Stocks, Normal distribution, Skewed distribution, Security, Standard deviation, Investment Stock market, Portfolio, Stock picking , Diversification.Abstract
In simulating a portfolio of 100 security prices the median terminal price was regularly below that of the average mean portfolio price. In that picking a single security would likely choose the median terminal price, a case can be made against stock picking.
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Published
2018-10-10
How to Cite
Higgins, C. J. (2018). Simulating the Case against Stock Picking. Journal of Accounting, Business and Finance Research, 4(1), 37–39. https://doi.org/10.20448/2002.41.37.39
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