Maximizing predictability in the stock and bond markets
Year of publication: |
1997
|
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Authors: | Lo, Andrew W. |
Other Persons: | MacKinlay, Archie Craig (contributor) |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 1.1997, 1, p. 102-134
|
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | USA | United States | 1947-1993 |
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