Maximizing predictability in the stock and bond markets
Andrew W. Lo; A. Craig MacKinlay
| Year of publication: |
1995
|
|---|---|
| Authors: | Lo, Andrew W. |
| Other Persons: | MacKinlay, Archie Craig (contributor) |
| Publisher: |
Cambridge, Mass. : Nat. Bureau of Economic Research |
| Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Rentenmarkt | Bond market | Schätzung | Estimation |
| Extent: | 39 S |
|---|---|
| Series: | Working paper / National Bureau of Economic Research, Inc.. - Cambridge, Mass. : National Bureau of Economic Research, Inc., ISSN 0898-2937, ZDB-ID 1223905-7. - Vol. 5027 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 35 - 39 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000909184