Sökresultat för: A. Craig MacKinlay
A Non-Random Walk Down Wall Street (Häftad)
avAndrew W. Lo, A. Craig MacKinlay
ISBN: 9780691092560 - UTGIVEN: 200112For 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. Crai[...]
The Econometrics of Financial Markets (Inbunden)
avJohn Y. Campbell, Andrew Lo, A. Craig MacKinlay
ISBN: 9780691043012 - UTGIVEN: 199612The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation[...]
