Maximizing predictability in the stock and bond markets
Andrew W. Lo ; A. Craig MacKinlay
| 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
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| Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | USA | United States | 1947-1993 |
| Series: | |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001337437