Paul Cootner

Paul Harold Cootner (May 24, 1930 – April 16, 1978)[1] was a financial economist noted for his book The Random Character of Stock Market Prices.

Paul H. Cootner
Born(1930-05-24)May 24, 1930
Logansport, Indiana
DiedApril 16, 1978(1978-04-16) (aged 47)
Stanford, California
NationalityAmerican
Alma materMassachusetts Institute of Technology
Doctoral
advisor		Walt Whitman Rostow

Cootner was born in Logansport, Indiana. He attended the University of Florida, where he earned bachelor's and master's degree. He received a PhD in industrial economics from the Massachusetts Institute of Technology in 1953.

He worked at Brown University briefly before serving in the Army. He then joined Resources for the Future.

He joined finance faculty of the MIT Sloan School of Management in 1959, where he started work on the "random walk" theory of securities prices, work that led to the 1964 publication of his groundbreaking book.

In 1970, he left MIT to join the faculty of the Graduate School of Business at Stanford University.

He died unexpectedly of a heart attack in 1978.

Bibliography
  • Cootner, Paul H.; Sharpe, William F.; Cootner, Cathryn M. (1982). Financial economics: essays in honor of Paul Cootner. Prentice-Hall. ISBN 978-0-13-315291-3.
  • Cootner, Paul H. (1964). The random character of stock market prices. MIT Press. ISBN 978-0-262-03009-0.
gollark: ĦEŁŁØ
gollark: Basically, yes.
gollark: They might *not* pay you if they run out of money, but otherwise they will.
gollark: Bonds are just a promise by some organization to pay back your money + interest in some amount of time.
gollark: If the company implodes or something you can lose the value of your shares, but not more because limited liability.

References
  1. "Memorial Resolution" (PDF). Stanford University. 1978. Archived from the original (PDF) on June 19, 2015. Retrieved February 9, 2010.
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.