Maximizing predictability in the stock and bond markets
Author(s)Lo, Andrew W. (Andrew Wen-Chuan); MacKinlay, Archie Craig, 1955-
"First draft: July 1991; Current draft: August 1992."--2nd prelim. p.Includes bibliographical references.
Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992.
Working paper (Sloan School of Management) ; 3450-92.