The Econometrics of Financial Markets by Andrew W. Lo, A. Craig MacKinlay, John Y. Campbell

The Econometrics of Financial Markets

Andrew W. Lo, A. Craig MacKinlay, John Y. Campbell

632 pages first pub 1996 (editions)

nonfiction economics challenging informative medium-paced
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The 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 manage...

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