A Non-Random Walk Down Wall Street /
For over half a century, financial experts have regarded the movements of markets as a random walk--unpredictable meanderings akin to a drunkard's unsteady gait--and this hypothesis has become a cornerstone of modern financial economics and many investment strategies. Here Andrew W. Lo and A. C...
Autores principales: | Lo, Andrew W. (Andrew Wen-Chuan) (Autor), MacKinlay, Archie Craig, 1955- (Autor) |
---|---|
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Princeton :
Princeton University Press,
2002.
|
Colección: | Book collections on Project MUSE.
|
Temas: | |
Acceso en línea: | Texto completo |
Ejemplares similares
-
A non-random walk down Wall Street /
por: Lo, Andrew W. (Andrew Wen-Chuan), et al.
Publicado: (2002) -
A non-random walk down Wall Street /
por: Lo, Andrew W. (Andrew Wen-Chuan), et al.
Publicado: (2002) -
Forecasting expected returns in the financial markets /
Publicado: (2007) -
Forecasting expected returns in the financial markets /
Publicado: (2007) -
Modelling stock market volatility : bridging the gap to continuous time /
Publicado: (1996)