Maximizing predictability in the stock and bond markets
Name
maximizingpredic00loan.pdf
Size
2.74 MB
Format
Adobe PDF
Checksum (MD5)
b9ed5a72e2e82eb868be4c91dab511a9
Author(s) •
Lo, Andrew W.
MacKinlay, Archie Craig
Date Issued
1996]
Publisher
Cambridge, Mass. : Sloan School of Management, Laboratory for Financial Engineering, Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management. Laboratory for Financial Engineering) ; no. LFE-1030-96R.
Description
Title from cover.
"Latest draft: October 1996"--Abstract.
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