Maximizing Predictability in the Stock and Bond Markets
Year of publication: |
1995-02
|
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Authors: | Lo, Andrew W. ; MacKinlay, A. Craig |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Lo, Andrew W. & Mackinlay, A. Craig, 1997. "Maximizing Predictability In The Stock And Bond Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 1(01), pages 102-134, January. Number 5027 |
Classification: | G12 - Asset Pricing |
Source: |
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