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Essays on the emiprical properties of stock and mutual fund returns

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Essays on the emiprical properties of stock and mutual fund returns

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Author: Taylor, Jonathan David, 1969-
Other Contributors: Massachusetts Institute of Technology. Operations Research Center.
Advisor: Andrew W. Lo.
Department: Massachusetts Institute of Technology. Operations Research Center.
Publisher: Massachusetts Institute of Technology
Date Issued: 2000
Description:
Thesis (Ph.D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2000.Includes bibliographical references (leaves 95-102).
URI: http://hdl.handle.net/1721.1/9043
Keywords: Operations Research Center.

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