Maximizing predictability in the stock and bond markets

Author(s)
Lo, Andrew W.; MacKinlay, Archie Craig
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Sloan School of Management.
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Description
Title from cover.
 
"Latest draft: October 1996"--Abstract.
 
Date issued
1996]
URI
http://hdl.handle.net/1721.1/48495
Publisher
Cambridge, Mass. : Sloan School of Management, Laboratory for Financial Engineering, Massachusetts Institute of Technology
Other identifiers
maximizingpredic00loan
Series/Report no.
Working paper (Sloan School of Management. Laboratory for Financial Engineering) ; no. LFE-1030-96R.
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