Maximizing predictability in the stock and bond markets

Andrew Lo () and MacKinlay, Archie Craig, 1955-

No 3450-92., Working papers from Massachusetts Institute of Technology (MIT), Sloan School of Management

Abstract: "First draft: July 1991; Current draft: August 1992."--2nd prelim. p.

Keywords: HD28 .M414 no.3450-; 92 (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (3)

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Related works:
Journal Article: MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS (1997)
Working Paper: Maximizing Predictability in the Stock and Bond Markets (1995)
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