| dc.contributor.author | Lo, Andrew W. | en_US |
| dc.contributor.author | MacKinlay, Archie Craig | en_US |
| dc.contributor.other | Sloan School of Management. | en_US |
| dc.date.accessioned | 2009-10-03T03:31:46Z | |
| dc.date.available | 2009-10-03T03:31:46Z | |
| dc.date.issued | 1996] | en_US |
| dc.identifier | maximizingpredic00loan | en_US |
| dc.identifier.uri | http://hdl.handle.net/1721.1/48495 | |
| dc.description | Title from cover. | en_US |
| dc.description | "Latest draft: October 1996"--Abstract. | en_US |
| dc.publisher | Cambridge, Mass. : Sloan School of Management, Laboratory for Financial Engineering, Massachusetts Institute of Technology | en_US |
| dc.relation.ispartofseries | Working paper (Sloan School of Management. Laboratory for Financial Engineering) ; no. LFE-1030-96R. | en_US |
| dc.title | Maximizing predictability in the stock and bond markets | en_US |
| dc.type | Working Paper | en_US |
| dc.identifier.oclc | 46459887 | en_US |
| dc.identifier.aleph | 000967922 | en_US |
