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dc.contributorLo, Andrew W. (Andrew Wen-Chuan)en_US
dc.contributorMacKinlay, Archie Craig, 1955-en_US
dc.date.accessioned2003-04-29T05:07:16Z
dc.date.available2003-04-29T05:07:16Z
dc.date.issued2003-04-29T05:07:16Z
dc.identifier.otherno. 3450-92-EFAen_US
dc.identifier.urihttp://hdl.handle.net/1721.1/2426
dc.description"First draft: July 1991; Current draft: August 1992."--2nd prelim. p.en_US
dc.descriptionIncludes bibliographical references.en_US
dc.description.sponsorshipSupported by the Batterymarch Fellowship, the Geewax-Terker Research Fund, and the MIT International Financial Services Research Center. Supported by the National Science Foundation. SES-8821583en_US
dc.description.statementofresponsibilityAndrew W. Lo and A. Craig MacKinlay.en_US
dc.format.extent1 v. (various pagings)en_US
dc.format.extent4266305 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoengen_US
dc.publisherAlfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992.en_US
dc.relation.ispartofseriesWorking paper (Sloan School of Management) ; 3450-92.en_US
dc.subject.lccHD28 .M414 no.3450-, 92en_US
dc.titleMaximizing predictability in the stock and bond marketsen_US


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