Maximizing predictability in the stock and bond markets
By: by Andrew W. Lo and A. Craig MacKinlay.
Contributors: MacKinlay, Archie Craig, 1955-; Sloan School of Management. Laboratory for Financial Engineering.
Edition: Rev.
Series: Working paper -- no. LFE-1030-96R; Working paper (Sloan School of Management. Laboratory for Financial Engineering) -- no. LFE-1030-96R.
Publisher: Sloan School of Management, Laboratory for Financial Engineering, Massachusetts Institute of Technology
Published: 1996
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 35