Maximizing predictability in the stock and bond markets
By: Andrew W. Lo, A. Craig MacKinlay.
Contributors: MacKinlay, Archie Craig, 1955-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 5027; Working paper series (National Bureau of Economic Research) -- working paper no. 5027.
Publisher: National Bureau of Economic Research
Published: 1995
Place of publication: Cambridge, MA
Language: eng
Number of pages: 39
Subjects: Stock price forecasting -- Econometric models.; Rate of return -- Forecasting -- Econometric models.; Stocks -- Prices.; Bonds -- Econometric models.
Notes: "February 1995."

Includes bibliographical references (p. 35-39).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Research support from the Geewax-Terker Investments Research Fund, the MIT Laboratory for Financial Engineering, and the National Science Foundation grant no. SES-8821583.