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An Application of Martingale Convergence Theorem to Analyse Company Data

V. C. Augustine and M. G. Nadkarni
Sankhyā: The Indian Journal of Statistics, Series B (2008-)
Vol. 71, No. 2 (November 2009), pp. 264-289
Published by: Springer on behalf of the Indian Statistical Institute
Stable URL: http://www.jstor.org/stable/41343032
Page Count: 26
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An Application of Martingale Convergence Theorem to Analyse Company Data
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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 fc-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.

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