Maximizing predictability in the stock and bond markets

Author(s)
Lo, Andrew W. (Andrew Wen-Chuan); MacKinlay, Archie Craig, 1955-
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Description
"First draft: July 1991; Current draft: August 1992."--2nd prelim. p.
 
Includes bibliographical references.
 
Date issued
2003-04-29
URI
http://hdl.handle.net/1721.1/2426
Publisher
Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992.
Other identifiers
no. 3450-92-EFA
Series/Report no.
Working paper (Sloan School of Management) ; 3450-92.
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