Maximizing predictability in the stock and bond markets
Author(s)Lo, Andrew W.; MacKinlay, Archie Craig
Sloan School of Management.
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Title from cover."Latest draft: October 1996"--Abstract.
Cambridge, Mass. : Sloan School of Management, Laboratory for Financial Engineering, Massachusetts Institute of Technology
Working paper (Sloan School of Management. Laboratory for Financial Engineering) ; no. LFE-1030-96R.