Stable Paretian Hypothesis

Stable Paretian Hypothesis
In the characteristic function of the fractal family of distributions, the characteristic exponent alpha can range between one and two. Bloomberg Financial Dictionary
See: alpha, fractal distributions, Gaussian. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • Stable Paretian, or Fractal Hypothesis — In the characteristic function of the fractal family of distributions, the characteristic exponent alpha can range between one and two. Bloomberg Financial Dictionary See: alpha, fractal distributions, Gaussian. Bloomberg Financial Dictionary …   Financial and business terms

  • Eugene Fama — Chicago School Of Economics Eugene Fama (left) winning the inaugural Morgan Stanley American Finance Association Award …   Wikipedia

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